A lively start from the Brazilians saw Hlompho Kekana slice through a pass for Phakamani Mahlambi, who was unable to find the target.
Sundowns kept probing forward, with Kekana finding space to force a tricky save with a shot from 25-yards out while Lebohang Maboe failed to fire home the rebound.
Benghazi showed little in the way of attack, as the Brazilians had them pegged back in all areas of the field.
It was Kekana who once again caused panic by storming inside the box to set-up a chance for Mahlambi, whose final execution missed the target.
Sustaining the earlier backlash by the Brazilians, the Libyans began pressing forward and played a few penetrative crosses and passes to the visitors box, but hey were unable to trouble Sundowns shot-stopper Kennedy Mweene.
The Absa Premiership champions continued their attacking forays earlier in the second half, as Gaston Sirino combined with Mahlambi to find a breakthrough but the Benghazi defence cleared their lines well.
Minutes later, Mahlambi pieced through the Benghazi defence before setting up Kekana on goal, but the skipper shot sent his effort wide of the target.
Benghazi did threaten as the second half went on, but resolute defending from Coetzee kept the game in the balance for the South African side.
The overlapping runs from Maboe and later Anele Ngcongca found Sundowns inside the opposing half, but the Benghazi defence were well positioned to prevent any danger coming their way.
Pitso Mosimane removed Sirino inside the final minutes for Thapelo Morena, and the latter was immediately involved with thunderous strike forcing the keeper to a tricky save.
Three minutes to the final whistle, Mosimane introduced Anthony Laffor for Brockie, as Sundowns threw everything forward for the winner.
However, Sundowns were unable to break the deadlock as the encounter ended goalless in Cairo.
Sundowns: Mweene, Ngcongca, Coetzee, Lebusa, Lakay, Kekana, Jali, Sirino (Morena 78'), Maboe, Mahlambi, Brockie (Laffor 87').
Subs: Pieterse, Morena, Arendse, Silva, Mabunda, Laffor, Langerman.