The 30-year-old, riding for Team Dimension Data, won stage one to Al Khor Corniche in a sprint finish from Sacha Modolo (Lampre) and Andrea Guardini (Astana).
Cavendish, who won the race in 2013, averaged close to 52km/h on this stage.
He plans to decide during the race whether he will compete at next month's track World Championships in London.
A winner of 26 Tour de France stages, Cavendish faces a packed schedule in 2016 with August's Olympic Games in Rio also a target.
The five-stage race finishes on Friday.
Britain's Mark Cavendish claimed his first win of 2016 on a fast opening stage of the Tour of Qatar.