Sydneysider Kemp recorded three birdies and an eagle to go round in four-under-par 67 on Thursday at the Evian Resort Golf Club, while Lee was just a shot behind after birdieing the par-5 last hole.

Their efforts put them in a decent attacking position behind joint leaders Pajaree Anannarukarn, of Thailand, and American Yealimi Noh, who led the way with six-under-par 65s.

Anannarukarn didn't drop a single shot in her immaculate round while Noh couldn't quite top the brilliance of her start when she holed out from 126 yards for eagle on the first hole.

Kemp also bagged an eagle on the 9th and was four-under after 11 holes, despite bogeying the short 5th hole, while Lee, whose younger brother Min Woo Lee made his Open Championship debut last week, had five birdies and two bogeys on her card.

RIGHT: Kemp's best finish at the majors to date came back in 2011 at the Women's PGA Championship, where she shared 50th place. PHOTO: Stuart Franklin/Getty Images.

Kemp was lying in tied-eighth position and Lee joint-11th, with a logjam of five players all chasing the two leaders on five-under.

Others, including World No.1 Nelly Korda, didn't enjoy such a good start, as she recorded a three-over 74 in her opening round at the Evian Championship on Thursday.

The 22-year-old American, who won the Women's PGA Championship last month to move to the top of the rankings, had five bogeys and made only her second birdie on the 17th hole.

Defending champion Jin Young Ko fared little better, shooting a one-over 72 that included five bogeys.

Korda, the first American to make No.1 in the women's world ranking since Stacy Lewis in 2014, was hoping to keep up the recent family successes with her younger brother Sebastian having reached the last-16 at Wimbledon.

Her sister Jessica actually did better than Nelly, shooting a 73.

Three other Australians were down in joint 88th place – Stephanie Kyriacou, who's been impressing on the Ladies European Tour, Katherine Kirk and Su Oh, who also all shot two-over 73s.

- Ian Chadband, Australian Associated Press