The world No. 1 was unable to defend his British Open title at St. Andrews last month after damaging ankle ligaments while playing soccer with friends.
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McIlroy declared himself fit for the final major of the year at Whistling Straits, but was immediately on his back foot by missing a relatively short putt to start with a five.
All eyes were on McIlroy, Jordan Spieth and Zach Johnson when the standout group of the day teed off at 2:20 p.m. ET.
Spieth, who is aiming to replace McIlroy at the top of the rankings, and British Open champion Johnson made a solid start with pars at the first.
Dustin Johnson carded a 6-under 66 to take an early lead as he attempts to end his wait to win a first major.