Al Ahly and Coton Sport played to a 1-1 draw in Cameroon two weeks ago, and after another 1-1 draw in El Gouna, Egypt, this afternoon the Red Devils beat the visitors 7-6 on penalties.
Holders Ahly have seven CAF Champions League titles, making them Africa's most successful football club.
Ahly had to make do without their supporters as the match was played behind closed doors, the second fixture of a two-match ban imposed by CAF for the fan violence before their group stage game against AC Leopards of Congo.
Ahly opened the scoring in the third minute, when Abdallah El-Said climbed highest to head home from Sayed Moawad.
Coton Sport equalised in the 65th minute when Kada Yougouda hit home from close range.
Bucs will host Ahly in the first leg of the Final on November 1-3, with the second leg in Egypt on November 8-10.