There had been heavy rainfall in the days leading up to the tournament but, in drier conditions on Thursday morning in North Carolina, Donald was one of several surprising names to be found near the top of the leaderboard.
The 47-year-old, who hit the first shot of the tournament at 07:00 local time, had told BBC golf correspondent Iain Carter before the event that success would simply be making the weekend.
Birdies on the fourth, eighth, 10th and 14th holes made light of his pre-tournament expectations.
Donald, whose best US PGA finish was a tie for third spot in 2006, said afterwards: “I’m here only because I’m captain of the European Ryder Cup Team. I wouldn’t be in this field otherwise.
“Bogey-free in a major championship on a course that you wouldn’t have thought would be ideal for me is always fun.”
New Zealand’s Ryan Fox, who only secured his place by winning the Myrtle Beach Classic on Sunday, finished alongside Donald on four under.
Also posting a first-round 67 was American Alex Smalley, who was a late addition to the field after world number 31 Sahith Theegala pulled out because of injury on the eve of the tournament.
Elsewhere, England’s Tommy Fleetwood was unable to capitalise on a fast start but ended one under, as did Spaniard Jon Rahm.
