The 24-year-old Englishwoman shot a three-under 69, making six birdies and three bogeys at Old American Golf Club.

"I think I'm going to go to the supermarket and get a thick woolly coat," Hull said.

"The golf course is playing so much different than it did last year. "It's playing a lot longer, which I prefer. I struggled swinging the last two holes, I just got so cold. Along that lake you just get like freezing."

She birdied Nos. 6 and 7 to reach four under, then bogeyed the par-4 8th and closed the round with a par on the par-4 9th.

Hull leads by one from Jessica Korda, Jennifer Kupcho and Pornanong Phatlum.

"I'm just going to go warm up my toes because we lost feeling in them by like the second hole," Korda said. "We did, all of us."

She closed with a bogey.

"I struggled swinging the last two holes, I just got so cold. Along that lake you just get like freezing." – Charley Hull

"Honestly, I was just trying to stay warm," Korda said. "It was just really tough trying to figure out the wind, cold, wind and the cold. But happy with two under."

Su Oh is the best-placed Australian, her two-over 73 leaving her five behind Hull and one ahead of compatriot Katherine Kirk.

Sarah Kemp, Hannah Green and Minjee Lee all posted disappointing 75s, in the final event before the US Women's Open next week at Champions Golf Club in Houston.

Texan Brittany Lang was at 70 with fellow local Gerina Piller, Anna Nordqvist, Megan Khang and Ally Ewing.

World No.1 Jin Young Ko opened with a 70. She tied for 34th two weeks ago in her first LPGA Tour event of the year.

Defending champion Cheyenne Knight also shot 70.

So Yeon Ryu opened with a 72 in her first US event on the LPGA Tour since the season-ending CME Group Tour Championship last year.

Jeongeun Lee6, the defending Women's Open champion, had a 73.