34-year-old Cole will return to Oak Hill early tomorrow to play his final four holes of the opening round and will hope to continue his impressive start that included six birdies and one bogey through 14 holes.

"It's nice. I like it a lot. Whenever you play, you want to compete to win. That's the spot I like to see my name at, and hopefully it is there more often," Cole said.

After an interesting 12 months, DeChambeau showed glimpses of the Bryson of old, carding a four-under-par 66 across the difficult Oak Hill Country Club's East Course.

He had five birdies and just one bogey – after hitting fellow American Kenny Pigman with a wild approach on the 17th to put himself in contention heading into Friday's second round.

"It's a fantastic round of golf at Oak Hill. It's a prestigious place. Very difficult golf course," DeChambeau said.

"As I was looking at it throughout the week, I'm like, man, I don't know how shooting under par is even possible out here on some of the golf holes. But luckily, I was able to play some really good golf, hit a lot of fairways, did my job and made some putts."

A trimmed down Bryson DeChambeau has the clubhouse lead at the PGA Championship. PHOTO: Maddie Meyer/PGA of America/PGA of America via Getty Images.

After joining LIV Golf, which currently does not qualify for world ranking points, the 2020 U.S. Open champion tumbled to No.215 in the world.

Dustin Johnson, fresh off winning last week's LIV Golf event in Tulsa, carried that form into the year's second major. His ball striking a feature of a three-under-par 67, with Johnson's only bogey coming under fading light at the last hole.

"I kind of grinded it out," the former World No.1 said.

"Made some crucial saves there on the back side. Yeah, it was a good day. I hit a really nice putt on 18 that didn't go in, but very pleased with how I played and the score I shot."

Scheffler was also happy with his 67, which marked his first bogey-free round at a major.

"There's lots of tough holes out there and not really many birdie opportunities out there. This place is pretty tough," he said.

"It's nice. I like it a lot. Whenever you play, you want to compete to win. That's the spot I like to see my name at, and hopefully it is there more often." - Eric Cole.

Adam Scott made a solid start to his run at a second major crown, carding a two-under-par 68. He would have walked off Oak Hill with a sour taste in his mouth though after making a double bogey at the 18th having at one time shared the lead with DeChambeau before Cole's late run.

New Zealander Ryan Fox is equal fourth with Scott, Keegan Bradley and Norway's Viktor Hovland, while an under the weather Rory McIlroy scrapped for a one-over 71 to keep touch with the top of the leaderboard.

"I'm fighting something. I thought I got a great night's sleep last night, and I look at my Whoop, and I was 22 percent recovery, and my skin temperature was 3.5 degrees higher than what it's been. I'm fighting something,” McIlroy said following his opening round.

Open champion Cameron Smith showed glimpses of brilliance on his way to a 72, the same score as Koepka and one better than fellow Australian Min Woo Lee.

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Jason Day had an uncomfortable day, struggling to a six-over 76 in his first round since breaking a five-year PGA Tour title drought on Sunday in Texas.

Chasing the third leg of the grand slam, World No.1 and newly crowned Masters champion Jon Rahm opened with 76 but remained optimistic.

"Couldn't find the fairway and the fairways that I missed cost me bogeys," Rahm said.

"The only thing I can look back on myself is the three short putts I missed on the back nine. In between three to five feet, if I make those putts, I shoot three-over which is not the worst-case scenario.

"If I can somehow manage to putt a low one tomorrow and find myself close to even par going into Sunday, I think I'll have a decent chance."