In this article, the Cauchy problem of three-dimensional (3-D) incompressible magnetohydrodynamic system with infinite energy initial data is investigated. Via some elaborate analysis of the time evolution of both the vorticity ω=: ▽×u and the current density j=: ▽×b , the local-in-time well-posedness of mild solutions with arbitrarily large initial data in Morrey spaces is established.