Kirchen claimed the overall lead after Stefan Schumacher fell in the final yards. The German had worn the yellow jersey for two days since winning Tuesday's time trial.
Ricco was one second ahead of two top riders -- Alejandro Valverde of Spain and Cadel Evans of Australia -- after the 122-mile ride through the peaks of the Massif Central from Aigurande to the ski resort of Super-Besse.
"Winning a stage so early is excellent for our confidence," said Ricco, the leader of the Saunier Duval team. He previously won a stage in the Giro d'Italia.
"Both competitions are great, but the Tour is the most difficult competition in the world," he said.
Schumacher, who had worn the yellow jersey for two days since winning Tuesday's time trial, rode into the wheel of Kirchen during the jostling for positions at the line and fell. Kirchen stayed on his bike and finished fifth. Schumacher came in 25th, 32 seconds behind Ricco.
"I touched Kirchen's wheel and fell. It wasn't deliberate, of course," Schumacher said. "It's a pity. I was feeling strong today. My team worked hard."
Kirchen did not see Schumacher before the crash.
"Everybody moved to the right side," he said. "The guy in front of me braked so I braked, too."
Kirchen is six seconds ahead of Evans and 16 ahead of Schumacher. Christian Vandevelde of the United States is fourth, 44 seconds behind Kirchen.
"I've been a bit surprised by my condition," Kirchen said. "Now I want to take the race day by day. I want to see what happens in the Pyrenees. And if it goes well in the Pyrenees we'll see in the Alps, and in Paris."
Kirchen is the first Luxembourg rider since Charly Gaul in 1958 to wear the yellow jersey in the Tour. Gaul went on to win the race.
This was a second major boost for U.S.-based Team Columbia, which Kirchen leads. Sprinter Mark Cavendish won Wednesday's stage for the team.
The team competed as T-Mobile last year and had to deal with the imminent loss of its sponsor and the doping case of Patrik Sinkewitz, which was announced during the Tour. The team got a new name shortly before this year's race.
"There are a lot of new riders," Kirchen said. "I think everyone on the team is 100 percent [committed] and now we want to see what we can achieve."
Sylvain Chavanel of France joined two compatriots in a breakaway that lasted most of the day and allowed Chavanel to take the polka-dot jersey for the best climber. All three were caught before the start of the final climb.