Australian Hannah Green earned a one-shot lead after the first round of the Women's PGA Championship.

No Australian golfer has won the major tournament since Karrie Webb in 2001 but Green carded a four-under-par 68 to set the early pace on Thursday.

Green had a bogey-free start at Hazeltine National Golf Club, where the 22-year-old holed four birdies in persistent rain and tough winds in Minnesota.

"I didn't own a pair of rain pants. That was difficult. I only brought one jacket and I was freezing cold. My caddy and I both really weren't prepared for the rain," Green said.

"Luckily my boyfriend [Jarryd Felton] was able to run home and get a jacket for me to put on, which definitely helped. I think we'll be investing in some rain pants!"

Mel Reid and Kim Hyo-joo are tied for second heading into Friday's second round.

Defending champion Park Sung-hyun is two shots further back, alongside Amy Yang, Kim In-Kyung, Annie Park, Lin Xiyu and Ariya Jutanugarn.