The Greeks will now be heavy favourites in the tie with the second leg to come at home.
Khumalo will also be pleased with a clean-sheet in his first run-out since making the season-long loan move from Tottenham Hotspur.
It was not such a good night for his compatriot Dino Ndlovu though, as he was in the Bnei Yehuda side, but could not get on the score sheet.
With his side likely heading out of the competition next week, this result will hasten his move to top Israeli side Maccabi Haifa.
Anele Ngcongca was also in action as his Genk side battled to a 2-1 home win over FC Aktobe from Kazakhstan.
With a tricky away leg to come, the Belgians’ continued participation in the competition is now in serious doubt.
Meanwhile, none of the South African trio of Sergio Marakis, Miguel Rodrigues and Brad Wexler were involved as Portuguese side Maritimo were held to a 1-1 draw by Greek side Asteras.