McGinley was among seven players on four-under-par, one behind Spaniard Rafael Cabrera-Bello, Frenchman Romain Wattel and Matthew Baldwin of Britain.
World number three Henrik Stenson, the highest-ranked player in the field, ballooned to a 74 while fifth-ranked Phil Mickelson returned a 73 after following 17 straight pars with a bogey at his final hole.
Former world number ones Rory McIlroy and Luke Donald launched their campaigns with rounds of 70.
"An important part of my duty is to stay competitive so that I can play and not be a ceremonial golfer," said McGinley. "That's why I'm really motivated about my golf and that I stay competitive.
"I'm treating my golf seriously. I'm disappointed with the second half of last season - I made all the cuts and competed quite well but only had one top-10 finish."
McGinley, who was named as captain in Abu Dhabi 12 months ago, will lead Europe's team against the United States in Scotland in September.
Cabrera-Bello, a previous winner on the European Tour's three-week 'Desert Swing', was pleased with his six-birdie performance.
"I have not competed for the last five weeks and even though I have been practising and trying to recreate competition, it's not quite the same," said the 2012 Dubai Classic champion.
"I've always said I feel very comfortable here. It reminds me a bit of home with the palm trees and the sand and the good weather - I enjoy playing in short sleeves and in the sunshine."
Baldwin and Wattel have yet to win on the tour although both have runner-up finishes to their name.
"Maybe a win is around the corner, you never know," said Englishman Baldwin.
"There are plenty of guys that obviously want to win as well but I think looking at the year ahead, top-60 is a target," he added in a reference to the money list.
Wattel was the only one of the three leaders to produce a bogey-free display.
"Abu Dhabi is a good test all the time so I'm really pleased with five-under-par," said the Frenchman.
(Writing by Tony Jimenez; editing by Justin Palmer)
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