Spain's Jon Rahm celebrates on the 18th hole during day three of the BMW PGA Championship at Wentworth Golf Club, Wentworth, England on Saturday. Photo: Bradley Collyer/AP

VIRGINIA WATER – England's Danny Willett and Spain's Jon Rahm set up a thrilling finale to the BMW PGA Championship by carding identical third-round scores of 68 on Saturday to share the lead.

The duo, tied for the lead overnight, are 15 under for the tournament at Wentworth, Surrey, and will face competition from South Africa's Christian Bezuidenhout, local favourite Justin Rose and India's Shubhankar Sharma who were in third.

Former Masters winner Willett fired six birdies on the day, the last of which followed a stunning recovery on the 15th hole that he bogeyed after driving his ball into the trees.

"We've got a three-shot lead over third, so we're just going to go play some good golf, try and have a bit of fun and see where we're at," the 31-year-old Willett said.

"The weather is not supposed to be as good tomorrow and you have other elements and factors in there so I'll go back and rest up."

Rahm produced an similar round with six birdies and two bogeys, including one on the 17th hole that left the Spaniard pondering what could have been.

"My mind is still a little bit on what happened the last two holes. I'll reflect and focus on tomorrow. I'm glad I have a chance and enjoy every single moment of it," said Rahm, who is chasing his fifth European Tour title.

"It's a tricky golf course and 18 holes tomorrow with Danny being tied with me playing solid... it's going to be a tough day. We're going to have to play really good golf to win this event and I hope I can live up to it." 

Reuters