Gavin Hunt's charges saw most of the ball in the opening 15 minutes, while Amr Gamal looked to make his presence felt in the final third.
The home side's pressure eventually paid off in the 20th minute when Gerald Phiri's cross was headed home by Bongani Khumalo, 1-0.
Stars, however, levelled matters four minutes later as Thabo Maphakisa managed to find the back of the net, 1-1.
Daine Klate looked to restore Wits' lead in the 39th minute, but the winger's overhead kick was saved by Stars goalkeeper Badra Sangare.
The Clever Boys were then awarded a penalty on the stroke of halftime. Egyptian striker Gamal converted the spot-kick to restore his side's lead, 2-1.
After a slow start to the second stanza, Hunt was forced into a change after 58 minutes when Phiri was forced off with a swollen eye. James Keene came on in his place.
Stars did not sit back as they earned themselves a penalty in the 75th minute. Siphelele Mthembu made no mistake from the spot to level matters, 2-2.
The final minutes of the half proved to be a quiet affair, as the match was forced into another 30 minutes of extra time.
However, Wits went ahead after 93 minutes as Gamal completed his brace on the night, 3-2.
Keene then sealed the win for the Clever Boys in the final four minutes of second-half extra time with a cheeky lob, 4-2.