Toluca will head home for the second leg next week with a slight advantage after avoiding defeat in Mexico City on Tuesday, but both the visitors and Cruz Azul would have ended the match rueing missed opportunities and wondering how they failed to score.
The home side's Marco Fabian hit the back of the net in the first half only to have his goal ruled out correctly for offside and Toluca midfielder Antonio Rios struck the base of the post from long range with three minutes remaining in the biggest chances of the match.
The all-Mexican final started slowly but, in the 35th minute, Cruz thought they had hit the front when Toluca goalkeeper Alfredo Talavera could only parry a long shot to Fabian and the 24-year-old winger finished calmly, only for the linesman to correctly raise his flag.
Soon after, the home crowd again leapt out of their seats when Fabian unleashed from the edge of the box, but the ball went the wrong side of the post, getting tangled in the side netting to briefly confuse some of the spectators.
Cruz goalkeeper Guillermo Allison was busy just before half-time.
Allison blocked Rios' 25-yard effort and then smothered a follow-up shot from Wilson Mathias, while the goalkeeper had to be wary of Isaac Brizuela's long-range shot, which flashed over the bar in first-half stoppage time.
The hosts responded after half-time with Fabian wasting an opportunity at the back post but it was Toluca who controlled most of the half.
Paraguayan striker Pablo Velazquez did not get enough on his close-range header just after the hour-mark and Allison palmed the ball away and, in the 87th minute, Rios hit the post from 25 yards with a swerving shot.
Cruz had a huge opportunity to snatch victory in second-half stoppage time but Talavera pulled off a brilliant double save, getting down to stop Christian Gimenez's toe-poke from Achille Emana's chipped pass, and then Toluca's goalkeeper recovered immediately to parry Fabian's follow-up volley.
Toluca will host the second leg of the CONCACAF Champions League final on April 23 looking to win their third title in the competition, while Cruz are aiming to become the first club to reach six titles.
