The marquee threesome of the morning was a collective 25-over par.
McIlroy was the worst of the bunch, shooting a 10-over 80, while Spieth had an eight-over 78 and Mickelson one shot better with a 77.
They weren't the only big names to struggle. Aussie Jason Day had a nine-over 79, Bubba Watson a 77 and defending champion Brooks Koepka a five-over 75.
Tiger Woods is currently on the course and had a triple bogey seven on the opening hole. He's three-over through 10, the same score as playing partner Justin Thomas.
Kiwi Tim Wilkinson went bogey-bogey in his final two holes to shoot a six-over 76.
Scott Piercy cut short a practice round at Shinnecock Hills after losing five balls in four holes and used pictures he had posted on Instagram to see what was wrong with his swing.
He came back out for the opening round today and shot a 1-under 69 to move to the top of the leaderboard in the morning, when he was one of just a couple of players under par.
Piercy said he lowered his expectations after the tough practice round.
"You've got to ride the wave, figure out when you're at the bottom of the wave how to get back to the top," he said. "Last night was a big regroup for me."
Canadian shoots 92
Twenty-three-year-old Scott Gregory thinks he was just a kid the last time he shot in the 90s.
"It's been a long time," he said after shooting a 22-over 92 on Thursday to take a stranglehold on last place early on in the U.S. Open.
"It's not the week I wanted to revisit it."
Although the 2016 British Amateur champion was in one of the earliest groups, there was no one within nine strokes of him on the leaderboard as the afternoon threesomes began to tee off.
His advice for those not yet out on the course: "You can't miss it long, short, left or right. If you hit it in the middle, you're all right."
Still, it wasn't all bad for Gregory, who missed the cut in last year's U.S. Open.
He got to meet Tiger Woods.
"I've been waiting for that picture for 15 years," he said. "So it's quite a big deal."