Security concerns forced Benghazi to move the home leg to Tunisia, but the lack of home advantage did not affect the Libyan outfit as they claimed a surprise win.
The result puts Benghazi in a strong position to qualify for the group stages ahead of the return leg, which takes place next weekend.
Edward Sadomba made the difference by scoring the only goal of the game in the 67th minute.
The Zimbabwe striker slotted home after Al Ahly defender Wael Gomaa had failed to deal with a knockdown from a free-kick.
Egyptian outfit Al Ahly are seeking a third consecutive CAF Champions League crown and ninth overall.
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