McIlroy has had a less-than-ideal build-up to the Merseyside major, missing the cut in his last two events.
The trio will get under way at Royal Birkdale at 2.50pm on Thursday.
Stenson carded a joint-record eight-under-par 63 in the final round at Royal Troon in 2016 to win The Open by three shots after an enthralling final-day tussle with Phil Mickelson.
Ireland's Padraig Harrington, who won the last Open at Birkdale in 2008, begins play at 4:36 a.m. (ET) along with American Pat Perez and Belgium's Thomas Pieters.
Then at 10.20am Shane Lowry gets his first round underway alongside Brandt Snedeker and JB Holmes. Richie Ramsay plays with Ryan Fox - they both qualified at the Irish Open two weeks ago - and US Ryder Cup player Matt Kuchar.
Henrik Stenson will get his title defence under way at 9:47am in the same group as two-time major victor Jordan Spieth and South Korea's Si Woo Kim, who won the Players Championship at Sawgrass in May.More news: Tekken 7's Next Add-On Character is Geese Howard
Go further back in his career and his second title was the 2003 Qatar Masters, which has to be of note this week because past winners of that tournament include Open winners Paul Lawrie, Ernie Els, Henrik Stenson and Adam Scott, plus links specialists Sergio Garcia and Thomas Bjorn.
Stenson was pessimistic about his chances despite a closing 68 in the Scottish Open on Sunday, after which he was asked if he could emulate Harrington in winning back-to-back Open titles at Birkdale.
"I think we're hoping for a lot in terms of what we saw this week", the 41-year-old said.
"There's always a chance and I'm going to enjoy the week".
Of the main favourites, only Jordan Spieth and defending champion Henrik Stenson have a particularly early opening round start, playing together with Korea's Si Woo Kim at 9.47 am - considerably later than the usual "prime-time" morning tee-time around 9 am, when the BBC used to come on air.