Westwood, who finished seventh in the Masters at Augusta National last weekend, carded a round of 65 to head the leaderboard at seven under par.
The Englishman made a poor start by bogeying the 10th, his first hole, but recovered excellently to reach the turn at two under before laying down a marker with five birdies on the front nine.
Play was suspended for 78 minutes due to the threat of lightning, a delay that left many players unable to finish their opening rounds as darkness subsequently descended on the Kuala Lumpur Golf and Country Club.
World number 36 Westwood was delighted to have carried his momentum from the Masters into this week's event, which is co-sanctioned by the European Tour and Asian Tour.
"I played well in Houston the week before the Masters and used that momentum going into the Masters," Westwood said. "I played well last week in finishing seventh and I was happy to carry that on.
"I'm pleased to get off to a good start. It's nice to have a good one and build some momentum for the week.
"I didn't make the best of starts but fortunately that didn't set the tone for the day. I hit it really well and hit it close a lot."
Belgian Nicolas Colsaerts ended Thursday in second at six under, with bogeys at 11 and 17 providing the only blemishes in an otherwise impressive display.
Northern Ireland's Michael Hoey and Ricardo Santos of Portugal share third at five under, while Jbe Kruger of South Africa and Frenchman Julien Quesne are a shot further back following rounds of 68.
Japan's Masahiro Kawamura and Scott Jamieson of Scotland are also at four under with holes still to play in their opening rounds.
Last year's runner-up Edoardo Molinari heads a group of nine players on three under, while defending champion Kiradech Aphibarnrat is still very much in contention following a solid 71.
Those yet to complete their opening rounds will return to the course at 7:40am local time on Friday morning.