The Taiwanese player went six under thanks to eight birdies at the Vancouver Golf Club as she looks to emerge from a mid-season slump.
Tseng roared out of the blocks early in the season, winning three of her first five events, but she has struggled since and could only manage a tie for 11th at last week's Safeway Classic.
''If I miss a couple shots, I don't worry about it, not like I did before, so I feel that this is the way I used to play,'' Tseng said.
''I wish I didn't finish today,'' she added. ''I wish I could keep going - keep playing. But 18 holes are finished. (Friday) is a new day, but I'll try to keep that momentum going and try to do the best I can.''
South Korea's Na Yeon Cho ended the first day in second after shooting a 67 while 15-year-old sensation Lydia Ko was tied with Inbee Park on 68.
Brittany Lincicome had a 72 and Michelle Wie a 74.
- Vancouver Golf Club