Starting at the 10th, McIlroy birdied his opening hole before slipping to back-to-back bogeys. He picked up shots on the par-fives 14th and 18th and gained three more shots on his back nine before a bogey six at the eighth.
The Masters champion said he has no plans to change his strategy off the tee.
“You just have to get the ball in the fairway,” he said.
“The rough is unpredictable. You get a lot of fliers like I did with the last two there.”
Nakajima carded eight birdies and one bogey in an impressive opening 65.
The 25-year-old, whose sole DP World Tour victory came at last year’s Indian Open, is two shots clear of Spain’s Jorge Campillo.
Playing with McIlroy, US Ryder Cup player Ben Griffin opened with a 68 while McIlroy’s European team-mate Viktor Hovland signed for a 71.
European Ryder Cup captain Luke Donald and stars Tommy Fleetwood and Shane Lowry were among the later starters in the first round.
