With the second leg to be hosted by Nacional on Sunday, the Apertura champions will be the happier of the two sides to have seen Wednesday's first leg finish scoreless.
Nacional goalkeeper Luis Martinez made four saves to keep Deportivo Cali out with the home side particularly attacking in the first half.
For Cali, goalkeeper Faryd Mondragon was also crucial, making top saves either side of half-time to keep his team in the contest ahead of Sunday's contest in Medellin.
Cali had arguably the best chance of the match in just the fifth minute with John Viafara grazing the top of the bar.
In the 17th minute, Cali's Vladimir Marin also went close to opening the scoring when his free-kick flew just wide of the bottom corner.
Cali dominated the first half but it was their goalkeeper that was forced into the save of the opening stanza with Mondragon denying Wilder Guisao from long range just before the break.
The home side pressed hard after half-time and Martinez did well to keep out Cali's attacks, while Mondragon made a fine stop in the 77th minute.
With both goalkeepers shining, the match ended without a goal and Nacional should be confident of winning at home in the second leg to add the Clausura title to their triumph in the Apertura in July.
