Bafana Bafana international Veli Mothwa led between the sticks for Usuthu, while Augustine Mulenga and Bonginkosi Ntuli starting up front suggested an attacking approach.
Usuthu put their adversaries to worrisome spells earlier on in the way of a free-kick from Siphesihle Maduna and a snap-shot from a promising area by the same individual.
Mazembe, who lost twice to DStv Premiership champions Mamelodi Sundowns last season, started to show some promising signs as the half progressed.
The five-time African champions left Usuthu with a lot to ponder in the closing exchanges of the first half and saw the host needing Mothwa to smother a decent threat to safety.
AmaZulu began the second half full blown, eager to hit the front-foot but the visiting side from the West African region quickly aborted and cleared the danger.
Benni McCarthy's men continued to show face across all areas of the field inside the latter parts of the match more so with Luvuyo Memela and Thabo Qalinge on the field of play.
Mazembe showed nervous signs inside the final minutes, and were close to hand Usuthu the lead from a free-kick however it wasn't made use of by the host.
In the end, the match finished goalless in Durban although Usuthu would've hoped to have turned some of that possession into goals in the second half ahead of next week's second leg.
