Pegula, whose US Open tune-up included a triumph in Montreal just over two weeks ago, earned a 6-2 6-2 victory over Italy's Camila Giorgi shortly after 2017 runner-up Keys beat Dutchwoman Arantxa Rus 6-2 6-4.
An American woman has not won the US Open since Sloane Stephens beat compatriot Keys in the 2017 final but Pegula has shown she just may be hitting her stride at the perfect time after making light work of world No.52 Giorgi.
"I think we are all hoping that we hit the right form going into a slam, especially if you get through the first week trying to hit that stride in the second week," Pegula said during her on-court interview.
"But you never really know what's going to happen."
At Louis Armstrong Stadium, Keys went up a double break for an early 3-0 lead en route to sealing the opener in 32 minutes and never looked back as the American 17th seed got the break she needed for a 3-2 lead in the second before relying on her serve the rest of the way.Â
Tunisian Ons Jabeur is also into the second round after she overcame breathing difficulties to secure a gritty 7-5 7-6 (7-4) win over Colombia's Camila Osorio.
Jabeur, in her first grand slam since suffering "the most painful loss" of her career in the Wimbledon final and a day after turning 29, showed a warrior's mentality in a two-hour battle at Louis Armstrong Stadium played in humid conditions.
Also advancing is China's Yafan Wang who stunned French seventh seed Caroline Garcia 6-4 6-1.