The visitors had the best chance of the first half, when Emeka Opara broke clear, but the Nigerian-born striker was denied by goalkeeper Jassem Khaloufi.
Sfaxien made up by creating several goalscoring opportunities in the second half, but Etoile managed to hold on for the draw.
Etoile, who were playing only their second match under caretaker French coach Herve Gauthier, are the only side to win every African club competition, and last lifted the Confederation Cup in 2006.
The clubs meet again on November 22 in the Mediterranean resort of Sousse for the second leg, and the winners will be the first club ever to win African equivalent of the UEFA Cup twice.
The winners will collect US$330,000 and secure a berth in next February's African Super Cup, where they will meet the Champions League holders.