Koepka, who is still being hampered by pain in his knee after requiring surgery in March, took on a foolish second shot from a bunker as he ran up a double-bogey 6 after starting at the 10th on the Pete-Dye designed Ocean Course.
That left the four-time major champion with steam coming out of his ears, having compounded an error of taking a 3-wood instead of his driver off the tee by making another one as he didn’t accept his punishment from the sand by trying to be greedy and not escaping the trouble.
However, it was an impressive recovery as he covered the remaining 17 holes in five-under-par to sit handily-placed in the season’s second major after carding a three-under-par 69 in the morning wave along with 2011 winner Keegan Bradley and Norwegian Viktor Hovland.
“What an idiot I was,” replied Koepka, the 2013 SSE Scottish Hydro Challenge champion of what he was thinking as he walked off the 10th green. “I probably should have hit driver off 10.
"But, when you make a mistake, the first rule is get the hell out of trouble. I knew I couldn’t get to the green, but it was just a complete mental lapse.
“The good thing was that kind of snapped me into it. It kind of helped as it refocused me and was maybe a good thing in the end.”
Since winning this event for the second year running in 2019, the American has been plagued by injuries and admitted earlier in the week that he is months away from being 100 per cent with his knee. He played through the pain barrier in The Masters last month, though, and is happy to do so again this week.
“It's a major. I'm going to show up,” he insisted. “I'm ready to play. I've been itching to do this since Augusta. I mean, I feel so much better now. I don't need to be a hundred per cent to be able to play good.
“Every day gets a little bit better, but I don't notice it. I notice it kind of more over weeks. Week to week, I'll notice it gets a lot better. It feels fine right now.”
Koepka, a former world No 1 but now ranked 13th, covered his inward nine in three-under as a combination of the longest course in major championship history and a testing wind brought out the best in him.
“I love it when it's difficult. I think that's why I do so well in the majors,” he said. “I just know mentally I can grind it out. Like when it's windy like this, it's not so much putting, it's more about ball striking, and I felt like I struck it really well today.”
McIlroy, the winner at the same venue in 2012, hit his opening tee shot into a hazard and, though an opening bogey was followed by two birdies, it was a disappointing day for both him and 2017 champion Thomas as they had to settle for 75s.