Second seed Keys needed less than 90 minutes to defeat Sachia Vickery 6-3 6-3 at the WTA International hard-court event in Osaka on Monday.
The 19-year-old was particularly clinical on Vickery's serve, breaking her opponent on five occasions.
The world number 32 will no doubt want to improve on a first-serve percentage of 54, but she was largely untroubled in securing progress.
Seventh seed McHale had no such luck as she suffered a surprise 4-6 6-1 6-3 loss at the hands of Luksika Kumkhum.
McHale is ranked 41 spots above her Thai opponent, but Kumkhum showed great resilience, fending off six of the eight break points she faced and breaking on five occasions herself.
She will now meet Eri Hozumi in round two after the home favourite defeated Bethanie Mattek-Sands 7-6 (7-4) 3-6 6-1.
Third seed Elina Svitolina struggled to hit top form but eventually saw off the challenge of Shelby Rogers in a 7-6 (7-2) 4-6 6-1 victory.
Heather Watson's recent slump ended as she came from behind to defeat Jovana Jaksic 3-6 6-4 6-2.
The Briton, who is seeded sixth, had lost in the first round of her last five tournaments, but can now look forward to a clash with Yulia Putintseva, who defeated wildcard Risa Ozaki 7-6 (7-3) 6-3.
Naomi Osaka also progressed to round two, the wildcard defeating Erika Sema 6-1 4-6 6-0.