The 19-year-old Canadian is searching for her first win of 2017 and she has a slim lead after the first round of the $2-million event.
The 19-year-old Canadian is searching for her first win of 2017 and she has a slim lead after the first round of the $2-million event at the Blythefield Country Club.
She delivered an eagle and six birdies, in a performance that comes on the back of a tie for 11th in her last outing at the Manulife LPGA Classic.
"I felt like today was going to be a really good day," she said.
"Everything was just kind of going my way. I was hitting the ball really well and some putts were dropping, which is kind of a change from the last few weeks. It’s really exciting and I’m looking forward to the next three days."
But the pack is in hot pursuit, with nine players within two shots of Henderson.
China's Feng Shanshan, American Lexi Thompson and Henderson's Canadian counterpart Jennifer Ha are among six golfers tied for second after shooting 64.
New Zealand's Lydia Ko, Feng Simin of China and Swede Madelene Sagstrom one shot further back.
Henderson's form comes as she prepares to defend her title in a couple of weeks at the KPMG Women's PGA Championship.
She said Thursday's round is a confidence booster.
"I feel like my game is in a really good place," she said. "I’m really looking forward to the next three days and hopefully I can continue the strong play."
Thompson, who started on the back nine, is coming off a playoff loss last week at the Manulife Classic.
She rolled in five straight birdies on Thursday, beginning at the par-three No. 14.
"This is definitely a great layout for my game," she said.