Morgenstern began his ski jumping career in the Continental Cup, winning three events out of four attempts. He made his senior level World Cup debut at the 2002–03 Four Hills Tournament, where he finished 9th in Oberstdorf, 25th in Garmisch-Partenkirchen, 9th in Innsbruck and 6th in Bischofshofen; this placed him 10th overall in the final tournament standings. Five days after the end of the tournament, he won his first World Cup event in Liberec. In the following summer, he won the Ski jumping Grand Prix for the first time.