The Englishman had eight birdies in a bogey-free round, while McIlroy had five birdies in his first eight holes. It's McIlroy's first tournament since injuring his right wrist three weeks ago.
"It's totally fine," McIlroy said. "I'm able to hit all the shots I want to and not lose any distance."
McIlroy showed no ill effects from the injury he sustained after hitting a tree root during the PGA Championship. He spent two weeks spent recuperating in the United States with his girlfriend, top-ranked tennis player Caroline Wozniacki.
"It's a great way to start the week," said McIlroy, the U.S. Open winner who can rise to No. 3 in the rankings with a victory. "I'm sixth and I want to get higher."
McIlroy's steady round took off with birdie putts of 3 feet and 20 feet at No. 2 and No. 3. His only blemish was a 5 at the fourth hole after hooking his tee shot into trees. But he recovered with a 12-footer on the next hole, then made a 14-foot, downhill putt for birdie at the sixth.
Second-ranked Lee Westwood and British Open winner Darren Clarke were in a group of six players at 4 under. Westwood's adventurous round included two eagles and a double bogey. He missed short par-saving putts at each of the final two holes.
Kaymer made a sensational 40-foot putt for birdie at the short eighth hole, then finished with a birdie at No. 9.
Dougherty has missed the cut at 21 straight events and has no earnings on the European Tour money list.
"It's the first time I've manned up and had a go at it," he said. "I deserved every one of those eight under pars."
The strong field reflects the popularity of the scenic course in the Swiss Alps. It's also the first tournament that counts toward qualifying for the European team to face the United States at the 2012 Ryder Cup.