Alvaro Negredo put the Spaniards in front after 25 minutes, taking advantage of CSKA's defensive miscue to tap the ball in from a Jesus Navas cross.
The Russians equalised through Chile winger Mark Gonzalez, who caught Sevilla keeper Andres Palop off-guard with a long-range strike in the 66th minute.
Sevilla coach Manolo Jimenez was satisfied with the outcome.
"Of course, a win would have been better but I'll take it. It was a good result for us," he told a news conference.
"It took us some time to get used to the (synthetic) surface so it wasn't easy for us by any means."
The Spaniards, most of them in thermal underwear, were bracing themselves for sub-zero temperatures following a severe cold front that swept through Moscow last week but the weather was relatively mild for the time of the year, hovering at around zero degrees Celsius at kick-off.
WINTER BREAK
CSKA, playing their first competitive match in more than two months after a prolonged winter break, had a territorial edge for most of the game but with playmaker Alan Dzagoyev sidelined with a groin injury they lacked the final pass.
Japanese newcomer Keisuke Honda was one of the most active players for the home team in the first half, testing Palop with several long-range drives. Honda also came close with a header shortly after the restart.
Sevilla, missing striker Luis Fabiano and winger Diego Capel with injuries, were content to sit back but capitalised on their first real chance, Negredo showing his deadly finish.
He nearly scored again midway through the second half when CSKA keeper Igor Akinfeyev spilled his low free-kick from 20 metres.
But a couple of minutes later, Gonzalez levelled the score thanks to Palop's blunder to give his team a fighting chance in the return leg in Sevilla on March 16.
Palop then turned from villain to hero when he made a reflex kick save from CSKA forward Tomas Necid with time running out.
"Overall, I'm happy with the team's performance, taking into account that it was our first game in the new season," CSKA coach Leonid Slutsky said.
"It's a two-legged tie and so far we only played one. The battle is not over, we'll fight to the very end."
