The pair shot six-under-par rounds of 66 on the Leopard Creek course to lie two shots adrift of the joint leaders, England’s Seve Benson and South African Jbe Kruger.
Murray, joint third in the Dunhill Links Championship at St Andrews last month, racked up ten birdies, but also had two bogeys and a double bogey on the tenth. McLean holed seven birdies and had just one bogey, a five on the par-4 third.
Pablo Martin’s hopes of an Alfred Dunhill hat-trick, however, lie in ruins. After winning the title on 17 under par in 2009 and then on 11 under last December, the Spaniard opened with a nine over 81. With only two of the 156-strong field scoring worse, it left Martin a massive 17 strokes behind Benson and Kruger.
Of the other Scots in the field, Lloyd Saltman was the best-placed. He shot a two-under 70, with an eagle-3 on the 15th the highlight.