Feller, a world slalom silver medallist in St Moritz in 2017, clocked 46.93 seconds down L'Eclipse piste in sunny, warm conditions.
Greece's AJ Ginnis and Norway's Lucas Braathen sat in joint second, at 0.13sec.
Either of those racers winning would be a massive surprise, Greece never having won a world alpine ski championship and Braathen having undergone an emergency appendectomy just three weeks ago.
A host of race favourites followed in the timings, with the top 19 within one second of Feller.
Braathen's teammate Sebastien Foss-Solevaag, the reigning world champion, sat fifth (+0.35) and Olympic champion Clement Noel in eighth (+0.64).
"I skied carefully up top," said Noel. "I made a big mistake that cost me four-hundredths of a second.
"If I hadn't done that it would really have put me in the mix so I'm a little disappointed.
"In order for me to go looking for a podium finish I'm going to have to lay down a big second leg."
Besides Feller, Austrian hopes lay with Fabio Gstrein, in seventh, and Marco Schwarz, the latter in ninth as he bids for a third medal after silver in the alpine combined and bronze in the giant slalom.
