Minjee Lee and Grace Kim both fired four-under-par 68s to trail An by four shots after the opening round as the world's premiers golfers hunt a record $US4 million ($A6.18 million) winner's pay day in Naples.
Lee and Kim are tied for 11th in the elite 60-player field, with Gabriela Ruffels and world No.5 Hannah Green a further shot back at three under and equal 17th.
Trying to end an uncharacteristically winless season in style, Lee went bogey-free around the majestic Tiburon Golf Club on Thursday.
But so too did An, who accrued eight birdies to grab a one-shot lead over American Angel Yin.
Fellow Americans Marina Alex and 2023 Women's US Open champion Allisen Corpuz share third after starting with six-under 66s.
New Zealand's Olympic champion and former world No.1 Lydia Ko, who, like Green, has enjoyed a three-win 2025, is lurking ominously in a six-way tie for fifth at five under, three shots off the pace.
But world No.1 Nelly Korda has much ground to make up if she's to crown her seven-title year in typically glorious fashion after opening with an even-par 72 to be languishing in joint 44th spot.