Bradley Grobler missed a sitter for SuperSport before a capacity 18,500 crowd and Chico Ushindi rattled the woodwork for Mazembe before the hosts went ahead through a soft goal.
Mazembe opened the scoring in the 18th minute through a freakish blunder by SuperSport goalkeeper Ronwen Williams who seemingly lost sight of a shot on goal from Mali striker Adama Traore.
Mazembe are the second most successful club in CAF competitions, winning 10 titles, while it is the first appearance of SuperSport in an African final.
Unhappy return for Monk as Leeds hang on against Middlesbrough
Middlesbrough were beaten 2-1 by Leeds United in Garry Monk's first return to Elland Road since leaving in the summer. Monk, whose side came in to the game on the back of three successive league wins, felt they did not deserve to lose.
Whatever SuperSport coach Eric Tinkler said to his charges in the change room at half-time seemed to do the trick, as midfielder Sipho Mbule fired home the equaliser from long range just two minutes into the second half.
Al-Ahly is the only Egyptian team that won the CAF Confederation Cup - in 2014.
The second leg will be played at the Lucas Moripe Stadium in Pretoria, South Africa on November 25.
Ghana-born Mazembe substitute Solomon Asante was floored in the box, but his penalty appeal was surprisingly ignored by the Algerian referee.
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