A formidable front-four of Mostafa Mohamed, Youssef Obama, Achraf Bencharki and Zizo headlined the White Knights starting line-up.
Bencharki signalled his introduction with the opener 18 minutes gone after calmly steering a cross from Zizou past Raja goalkeeper Anas Zniti, having had a penalty appeal earlier on waved away.
Raja managed to come into their own as the first half began to swing from one end to the other, with a delightful delivery from Fabrice Ngoma meeting Soufiane Rahimi who watched his header go into touch.
Fresh from a flying first half, the North African giants started the second half on fire with Raja eager to make their home ground advantage with relentless pressure on their counterparts.
Zamalek, however, had a chance to extend their advantage after 52 minutes, but Mohamed squandered a gaping opportunity with the defence at sea.
For all their endeavour, Raja proved wasteful upfront with numerous chances going astray with Malango cutting a frustrating figure as the visitors held their nerve.
Malango's evening was brought to an end by his manager Jamal Sellami with Anas Jabroun introduced, while Zamalek introduced Mohamed Ounajem for Obama.
Neither side managed to create further openings, thus granting the visitors a positive first-leg victory ahead of the second-leg in Cairo this coming Saturday evening.
