Bjorn enjoyed an excellent first day on home soil to take a three-shot lead along with Chilean Felipe Aguilar and Welshman Bradley Dredge.
Successive birdies on the third and fourth holes as well as at 14 and 15 paved the way for a five-under round as he bids to claim a victory in Aalborg that would be enough to see Bjorn return to the European Ryder Cup team for the first time since 2002.
Aguilar had initially looked to be running away with the lead as he carded an exceptional five-under par on the front nine, but a pair of bogeys after the turn hampered his day's play.
Another home hope, Thorbjorn Olesen, is two under, while a cluster of 10 players - including world number 570 Peter Lawrie of the Republic of Ireland - are a further shot back.
Bjorn was delighted with the manner in which he dealt with testing weather conditions.
He said: "It was a tricky day with the wind, especially on my back nine. But I drove the ball really well and that gives you opportunities on this golf course.
"So I'm happy with the day, happy with the start and it was pretty solid all the way round.
"There are a couple of holes out there you have to be careful and be happy to walk off with par. I put in a nice effort."