They each fired opening 65s at Rinkven International Golf Club on Thursday morning, and with no-one able to catch them in the afternoon, they head into the second round one clear of the chasing pack.
Yannik Paul, Jeff Winther, Alexander Björk, Adrian Meronk and Spaniards Alvaro Quiros and Nacho Elvira finished day one in a tie for fourth on five under par.
Shinkwin revealed his round, which contained seven birdies and a solitary bogey at the 16th, almost never happened due to a wrist issue he picked up on Wednesday.
"I wasn’t really going to be playing today actually," said the 28-year-old.
"I’ve had a wrist issue from yesterday and on the range it just erupted straight up my arm and I went into the office to see if there was a first reserve around and they said they were in already and had no-one else there, so go play if you can and if you can’t just walk in.
"Four holes in I was like 'It’s not looking good', and then I shot six under."
It had looked as though Whitnell might prove impossible to catch on day one, after he notched nine birdies and no bogeys in his opening 16 holes, before a double bogey-bogey finish meant he had to settle for a 65.
And Whitnell, who began his round with three straight birdies before making further gains at the fifth, sixth, eighth, 11th, 12th and 16th, was looking on the bright side.
He said: “You can only take the positives really. I have been sort of feeling like the game has been getting there.
"I have struggled the last six weeks or so with a bit of form and swing changes, it has not been quite where I have wanted it to be, but the first 16 holes was flawless. Obviously, it has not bedded in yet, but time for that on the range this afternoon."
Horsfield started at the tenth tee and made a hat-trick of birdies on the 15th, 16th and 17th before getting three more after the turn in a flawless opening round.
He said: "I played really nicely. I kept the ball in play, this is a golf course where positioning is quite important off the tee and I was able to position it nicely to give myself a lot of good looks, and rolled in a few."
A pair of amateurs were under par after the first day, with Charles Roeland firing a 69 and 14-year-old debutant Lev Grinberg shooting a 70 on his home course.
Home favourite Thomas Pieters also opened with a 69.