The Dane recovered from an opening bogey with an eagle and two birdies on the front nine before he recorded a hat-trick of gains and from the tenth and took advantage of the two closing par fives at Wentworth Club.
That moved him to 12 under and with the West Course playing every one of its 7,267 yards after some heavy rain, Kjeldsen knew staying on the short grass was key.
"We have this stats system and I picked up a shot and a half off the tee in round one," he said.
"Obviously I don't hit it a long way but if I hit it solid and I and hit it into the fairway, it's possible for me to compete.
"Driving is key for me around here because I can't play this course out of wet rough, that's for sure."
The 47-year-old could have been one better after a stunning second left him ten feet for eagle at the last but he was philosophical after settling for a closing birdie.
"If you only focus on the ones you miss, you're going to have a pretty miserable time so it's better to spend time thinking about the ones you make," he said. "I certainly try to do that."
He added: "I made a few more putts today. I putted decent in round one but I putted well today I thought, so there was the four shots."
The fourth Rolex Series event of the DP World Tour season has been reduced to 54 holes after Friday's play was cancelled following the sad death of Her Majesty Queen Elizabeth II.
An impeccable two-minute silence took place at Wentworth to commemorate her life and Kjeldsen admitted it was overwhelming to see the affection in which the Queen was held.
"With the time we spent here, we have some idea of what she meant to the British public," he said. "I was still surprised yesterday how affected people were. It was quite incredible, really, and heart-warming to see how important a person she's been and how loved she was.
"It was nice to celebrate her life today. It was very special. Obviously being a foreigner but having lived here, it's quite overwhelming to go and actually feel what the Queen has meant to the British people, so I was sort of taken back by that. She was obviously incredibly loved and did a great job. It was a special moment."