The 31-year-old, in his first appearance at the European Tour's season-ending event since it moved to the Middle East in 2009, held an early one-stroke lead over compatriot Stephen Gallacher after a morning of low scoring at the Earth course with another countryman, Scott Jamieson, just another stroke back on four under.
Warren birdied three of the first five holes, added another on the eighth to turn in 32 and then went to birdie the 12 and 16, while Gallacher birdied five of the first 10 holes.
Warren's day began with a "mad rush" to find his waterproofs after stepping outside his hotel and seeing heavy rain – 20 millimetres of it in two hours – but it soon cleared up and he had perfect conditions for his round.
"There was no wind to speak of and the greens were pure. I felt as if I hit a lot of good golf shots," he said.
"This is something I've watched on television the last few years, but I've made steady progress and have got into contention a few times."
His last victory was in 2007 and he blew a great chance at his home Scottish Open in July, dropping four shots in the last four holes to lose by one just like Adam Scott at The Open the following week.
"Winning is the most fun you can have at a golf tournament and it's something I want to do again soon," he added.
Meantime, Shane Lowry was so badly affected by a virus he could barely stand up, the Irishman said after pulling out this morning.
The winner of last month's Portugal Masters was taken to a Dubai hospital earlier this week after experiencing severe headaches and vomiting.
"I am gutted to have been forced to withdraw," Lowry said.
"I honestly couldn't even stand up on the tee, never mind play 18 holes."