Roglič blitzed to the provisionally fastest time of 17 minutes and 40 seconds, bettering the previous mark set by Søren Kragh Andersen (Team DSM) by four seconds.
"How was it? Painful at the end, but obviously I went quite well," said Roglič, speaking immediately after the finish. "The time looks good. So I definitely have to be pleased with the performance. It wasn't really a typical time trial, but I think it suited me. I like them like that. It went well."
On what was regarded as a technical course, with the shorter length also playing into making it one for the more powerful riders, the Slovenian star produced another top-drawer TT showing against some of the best in the discipline, though his time was eventually bettered by Remi Cavagna (Deceuninck-QuickStep) and stage-winner Stefan Bissegger (EF Education-Nippo).
"The changes of rhythm were difficult, but they suited me," said Roglič. "I think it showed we've done great preparation and I'm really looking forward now to the coming stages."
"As you all know, I've got quite some history already with TTs. They're always a challenge to do. But the more that I do them, the more I learn about them, there's always something. It was a good way to go considering it's the start of the season. I want to keep improving in the time trials and hopefully, there's still room for me to do so."
Roglič looked ahead to Stage 4, a tough succession of six categorised climbs culminating in a summit finish to Chiroubles.
"I don't know the finish," said Roglič. "On paper, it seems like a really hard stage and it definitely will be a hard day."
Stage 4 profile of Paris-Nice Source: ASO
Roglič leads defending champion Max Schachmann (Bora-Hansgrohe) and Aleksandr Vlasov (Astana-Premier Tech) by 22 seconds and Tao Geoghegan Hart (Ineos Grenadiers) by 44 seconds, while pre-race contenders such as Lucas Hamilton (Team BikeExchange), Ben O'Connor (AG2R-Citroen), Jack Haig (Bahrain Victorious), David Gaudu (Groupama-FDJ) and Jai Hindley (Team DSM) are already over 50 seconds adrift.
Many teams come into the race with joint-leaders, a pure climber matched with a more attacking classics-style rider, with the likes of Tiesj Benoot and Hindley for DSM, Dylan Teuns and Haig for Bahrain Victorious, Michael Matthews and Hamilton for Team BikeExchange and Bob Jungels and O'Connor for AG2R-Citroen.
The stage parcours for Stage 4 looks to be inviting potential long-range moves with its sawblade profile, and it may be the setting for the aggressive riders mentioned above and defending champion Maximilian Schachmann (BORA-hansgrohe) to make their move and attempt to get up the road ahead of Roglič.
The SBS coverage of Paris-Nice continues tonight from 12.15 AEDT on SBS HD and SBS On Demand with a 188km stage in the medium mountains. Six categorised climbs add up to just over 3500 metres of climbing for the stage, with a summit finish into Chiroubles.