The finalist will now be decided next week in Egypt with Pirates knowing a crucial away goal will put them in the box seat.
The Buccaneers rode their luck in the first leg as the visitors had two goals rightfully chalked off after the intervention of the Video Assistant Referee (VAR).
The Egyptian club thought they had gone ahead just before the halftime interval when Fiston Mayele found the back of the net with a fine volley but just strayed a offside after a VAR check.
Pirates also came close to taking the lead in the first half but Patrick Maswanganyi fizzed his effort against the outside of the post.
Pyramids showed they have good attacking intent and could have gone ahead on the hour mark but defender Deano Van Rooyen put in a superb last-ditch tackle to deny Mostafa Fathy.
Pirates showed plenty of attacking verve themselves but failed to seriously test visiting goalkeeper Ahmed El Shenawy and instead had long-range efforts go wide.
The Egyptian outfit once again thought they had snatched an away victory in the 85th minute but replays showed he ball deflected off Sodiq Awujoola's arm before going into the net and it was ruled out.
In the end both teams had to settle for a stalemate with all to play for next week.
Mamelodi Sundowns head coach Miguel Cardoso says his side are still alive in the Champions League after securing a goalless draw with Al Ahly in their semi-final first leg.
Mamelodi Sundowns and Al Ahly played to a goalless draw in the first leg of the CAF Champions League semi-final at Loftus Versfeld Stadium on Saturday.
Kaizer Chiefs have announced that tickets for their highly anticipated Betway Premiership clash against arch-rivals Orlando Pirates have officially sold out.
Orlando Pirates and Mamelodi Sundowns have both been fined by the Confederation of African Football.
