Willett was one over par after seven holes of his opening round in Kuala Lumpur, but birdied the eighth and ninth before coming home in 31 to card a six-under-par 65 and lie one shot behind clubhouse leader Nathan Holman.
The world No 13 chipped in for an eagle on the 13th, holed from 45 feet for birdie on the next and picked up another shot on the par-five 15th, before ending his round in style with another long birdie putt on the last, which slammed into the back of the hole before dropping.
Willett admitted on Twitter his last 11 holes were “outrageous” and added on Sky Sports: “It’s a strange old game. We hit it close a lot on the front nine and made nothing until eight and nine.
“And then we’ve hit it a bit scabby down the last, took advantage of the par fives and holed two really long ones. It kind of goes in circles. You miss a few short ones and then you don’t expect to hole a long one like that (on 18), especially going at that pace, but I’ll take it.” Asked about trying to win a fifth European Tour title just a fortnight after victory in the Dubai Desert Classic, Willett added: “We’re doing all the right things. The work that we’re doing is the same, week in week out.
“The warm-ups and workouts are all the same so I am trying to keep the feelings as similar as possible but it’s a stupid game isn’t it?
“You can play well and shoot millions or you can scab it a bit and shoot a good score. Fortunately a few things went our way today so hopefully we can keep riding that wave and see what comes.”
Holman also has a European Tour victory to his credit this season, the 24-year-old from Melbourne claiming a maiden win on home soil in the Australian PGA Championship in December.
And after top-40 finishes in Qatar and Dubai, Holman carried on where he left off at Royal Selangor with a flawless 64 containing seven birdies.
England’s Tommy Fleetwood, American Peter Uihlein, Spain’s Jorge Campillo, France’s Alexander Levy and Angelo Que of the Philippines were alongside Willett on six under, with Louis Oosthuizen two shots further back.
Matt Fitzpatrick opened with a one-under-par round of 70.