Despite enjoying the lion's share of possession, the Brazilians failed to capitalize, struggling to create clear-cut chances against a disciplined Egyptian defense.
While they may rue missed opportunities, Sundowns will take comfort in having kept a clean sheet at home — a potentially crucial advantage heading into the return leg.
The game started slowly, with both teams taking time to find rhythm. The hosts showed more intent early on, with Teboho Mokoena firing a shot over the bar in the 11th minute.
Al Ahly, meanwhile, found it difficult to penetrate Sundowns' defensive lines and test goalkeeper Ronwen Williams, with their few attempts either off target or comfortably dealt with.
Emam Ashour's effort on target midway through the first half was easily collected, while the visitors' crosses lacked danger. Nejic Gradisar came closest for Ahly with a header that rattled the upright, but the sides went into halftime still locked at 0-0.
Sundowns maintained their dominance in possession after the break but continued to struggle in the final third.
Downs coach Miguel Cardoso introduced Iqraam Rayners and Arthur Sales in an attempt to unlock Ahly's defense, while captain Themba Zwane made a welcome return from injury.
Al Ahly thought they had found the breakthrough in the 70th minute through Gradisar, but his effort was ruled offside. The Red Devils again had the ball in the net late on, but it was once more disallowed for offside.
In the end, neither team managed to find the decisive goal.
The two sides will meet again in the return leg at Cairo International Stadium on 25 April, with everything still to play for.
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.
Orlando Pirates and Pyramids could not be separated after playing to a goalless draw in the first leg of the CAF Champions League semi-final at the FNB Stadium on Saturday.
Mamelodi Sundowns have ended weeks of speculation by announcing that talismanic captain Themba Zwane has signed a new contract keeping him at Chloorkop until 2026.
Orlando Pirates and Mamelodi Sundowns have both been fined by the Confederation of African Football.
