Allenby had eight birdies and a bogey for a 7-under-par 65 at the Jumeirah Golf Estates in the United Arab Emirates. He is just ahead of Lee Westwood, Camilo Villegas and Chris Wood, who are tied at 66.
Allenby had three birdies on the front nine but jumped up the leader board with three birdies in the first four holes after the turn to get to 6-under. He had a bogey at the par-5 14th hole but came back with birdies at 16 and 18 for the lead.
"I hit it pretty good. I think I missed just one green, which was 17, where I was in between clubs with my approach," said Allenby, who hasn't won a European Tour tournament since 1996. "I made a lot of putts, but also missed a few too. But, you shoot 65, especially in the opening round, it is a good score."