Fiji International champion Gaganjeet Bhullar was the next best placed Indian -- tied 26th at three-under 69.
Anirban Lahiri, who has a good record at TPC Kuala Lumpur in the past, also started well and was three-under par at the turn, but two double bogeys on the back nine saw him finish the day at a disappointing even-par 72 while Rahil Gangjee finished on five-over 77.
The 31-year-old Burgoon ended first day at nine under 63, one ahead of Austin Cook. Burgoon, starting on back nine, had a bogey on the 13th but then played superb golf with eight birdies and an eagle on Par-5 18th, which was his ninth hole.
Eight players including 2015 and 2016 champion, Justin Thomas carded 66 each for Tied-6th place.
It was a different story on the back nine as he made five birdies, and missed chances from less than eight feet on another couple of holes.
"The way I played the front nine, I would have been happy to just finish with an under-par score. Things just clicked on the back nine and five-under was really a bonus," Sharma, who played in all four majors and the four World Golf Championship events this year, said.
"I am very satisfied with the start. But I think I need to shoot at least five-under par on all four days to be in contention. This golf course is gettable and we can see lots of low scores already, he added.
Bhullar was even-par after eight holes after starting from the 10th tee, and it was a birdie on the 18th hole (his ninth) that kick-started his run.
"This is a marathon and I am happy that I have made a steady start. I am playing very well and hit about 15 GIRs. All I have to do is improve upon this score each day, Bhullar said.
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