The Ukrainian champions started their Group H campaign with a valuable point at San Mames, a stadium where Athletic were beaten on just two occasions in La Liga last season.
Both teams produced plenty of endeavour in a keenly fought contest, but there were a notable lack of clear-cut chances for either side.
Shakhtar arguably had the better of the opportunities and were particularly impressive on the counter-attack.
Athletic's Gorka Iraizoz was the busier of the two goalkeepers, first parrying Darijo Srna's cross to deny Alex Teixeira an easy tap-in in the first half, before stopping a 20-yard drive from the impressive Douglas Costa after the break.
Ernesto Valverde's men had plenty of possession but too often lacked incisiveness in the final third - and Stepanenko believes that was down the game plan of Lucescu.
"We analysed them, the coach told us how they would play in attack and we were able to shut them out," he said.
Shakhtar have now gone over 10 hours without conceding a competitive goal and Stepanenko was satisfied to have claimed a draw.
"We controlled the game in the first half and most of the second one," he added.
"We got one point and didn't concede, which is most important."
