Matthew Rusike gave Chiefs the perfect start with a neat finish after just six minutes, running onto a through-ball from Bernard Parker before slotting into the bottom-right corner.
Rusike then missed two good chances to get a hat-trick and make the game safe for Amakhosi, starting a series of wasteful misses from his teammates as well.
The Zimbabwean was played through again minutes after his goal but after Rollers goalkeeper Masule thwarted him one-on-one, George Lebese turned to shoot tamely towards an empty net instead of teeing up Bernard Parker, who was in a better position on the edge of the area.
Two minutes after that Parker played Rusike clean through again but he waited too long to pull the trigger and was tackled inside the box.
In the 33rd minute Willard Katsande played a delightful ball over the top to find the run of Siphiwe Tshabalala but his first touch took the ball backwards and the one-on-one chance was lost as a shot wide.
Right after that there was a warning sign for Chiefs as Rollers produced their best move of the game that ended with Jerome Louis firing over the bar when he only has Itumeleng Khune to beat.
Rusike did well to get up and meet Lebese's cross just before half-time but could only direct his header onto the top of the crossbar as Chiefs ended the half well on top.
But the game changed right at the start of the second half as Rollers equalised. Boy buried into the bottom-right corner with his left foot as Chiefs got a taste of their own medicine with quick, one-touch passing and a no-nonsense finish from Boy.
However, cometh the hour, cometh the man, as after a frustrating second half in which Chiefs missed several more chances, Tefu Mashamaite stepped up to score the winning goal in stoppage time.
Mashamaite powered into the box and leaped highest to get onto the end of Parker's corner-kick and head into the back of the net, and 2-1 it ended.
Rollers will still be buoyed by the result as they can still win 1-0 in the return leg on February 28 and go through at the expense of Chiefs.
Chiefs XI: Khune, Mashamaite (c), Gaxa, Masilela, Mathoho, Katsande, Letsholonyane (Mthembu 82'), Tshabalala (Maluleka 56'), Lebese (Masango 56'), Rusike, Parker
Rollers XI: Masule, Mathumo, Ncenga, Mooketsi, Moswate, Majawa, Ditshupo, Sikele, Kebaikanye, Boy, Louis