Siyabulela Songwiqi scored the only goal of the game to hand United the advantage heading into Sunday’s second leg clash in Limpopo.
Black Leopards started well and should have gone ahead in the opening minutes when striker Myron Shongwe was played through on goal, but the striker sent his effort over the bar, with just the keeper to beat.
Bay United keeper Arthur Bartman produced a superb save minutes later to deny David Makgale, who was played clear by Shongwe.
The hosts took the lead in the 31st minute when Luntu Mazana played a good ball through to Abeyoni Adebayo, who in turn found Songwiqi, who made no mistake with a clinical finish into the far corner.
Linos Chalwe should have extended United’s lead in the 42nd minute after Adebayo’s shot came back off the post, but the striker sent the rebound over the crossbar from close range.
The score remained 1-0 at half-time, with Lidoda Duvha coming back strong in the second half.
Shongwe was getting himself into good positions, but the striker looked to be carrying an injury.
Substitute Fischer Kondowe should have leveled matters on hour mark, but sent his effort well wide of goal from inside the area.
Thabiso Hlalele almost struck the equaliser in the 75th minute when his shot on the turn struck the crossbar, with keeper Bartman well beaten.
Although Leopards continued pushing forward, they were unable to penetrate the United defence, which was superbly marshaled by their skipper Duran Francis.