The 32-year-old right-hander, who scored a career-best 226 in a world record opening stand of 415 with captain Graeme Smith against Bangladesh earlier this month, fell just six runs short of his century when he pushed at a Harbhajan Singh delivery to offer a simple catch to Rahul Dravid at first slip.
Opening partner Smith (73) was the only other wicket to fall during the afternoon session as the Proteas reached the tea break in a strong position at 206 for two.
After Smith had won the toss and elected to bat, he and McKenzie set about continuing their fine form from the Bangladesh series by guiding the tourists to lunch without loss.
Soon after the break there was a moment of controversy when umpire Asad Rauf adjudged wicketkeeper Mahendra Singh Dhoni had failed to hold onto a catch following an inside edge from Smith.
The South Africa captain drove loosely at a wide delivery from Sri Sreesanth, and after diving to his right to glove the catch Dhoni spilled the ball as he began to rise to his feet.
Smith, however, failed to cash in on his good fortune falling soon after when he mistimed a drive straight to VVS Laxman at short mid-on off the bowling of veteran spinner Anil Kumble with the score on 132.
Hashim Amla joined McKenzie at the crease and the pair looked set to guide the tourists to the break without further loss until McKenzie’s knock was ended 10 minutes before the interval.
South Africa entered the three-match series – billed as a battle for second behind Australia in the Test rankings – on the back of four straight Test wins and series victories over Pakistan, New Zealand, West Indies and Bangladesh.
India, meanwhile, were hoping their young squad could build on their one-day triumph in the Commonwealth Bank Series in Australia into the longer form of the game.
Sreesanth returned after a seven-month break for the hosts and RP Singh was available again following a hamstring injury, but the bowlers struggled on a placid pitch.