The Dane fired 10 birdies and one bogey at the 2018 Ryder Cup venue on Thursday to get to nine under par and open up a two-shot lead.
Alexander Bjork was Hojgaard's nearest challenger on seven under after making seven birdies in his sparkling 64.
France's Paul Barjon was another shot back in third, one ahead of Welshman Jamie Donaldson, England's James Morrison, Finn Tapio Pulkkanen and home favourites Julien Brun and Martin Couvra.
Hojgaard's spectacular first round featured several highlights, including a monster birdie putt from 72 feet at the fourth and a tee-shot that was six inches away from a hole-in-one on the 11th.
He was pleased with his start to the tournament, telling Sky Sports: "Today was very good.
"To be fair, I don't feel like I was that good off the tee but my approach play was very good, alongside a very good putter.
"I holed a few long putts out there but you have to do that to shoot nine under.
"It's quite cool to have a course where you need to think your way round a bit. That's what this course gives you.
"It tests you in all parts of your game."