The Clever Boys swept aside Lightstars 3-0 away from home as Dillon Sheppard, Sibusiso Vilakazi and Markus Lecki found the net.
Coach Gavin Hunt thought they should have scored more.
“We had a total domination of this match and should have won by a wider scoreline, though we played in difficult conditions with the hot weather and artificial pitch which was not in our favour,” Hunt told the CAF website.
“Our opponent also had good chances to score in the opening minutes and that could have changed the complexion of the match.”
Wits are expected to put the tie to bed in the second leg but it should be noted that they have been in this position before – in 2015 they were 3-0 up after the first leg against Swazi club Royal Leopards but lost the away leg 3-0 and then were eliminated via a penalty shootout.
Tanzanian club Azam FC await the winner of this tie. Azam were only founded in 2007 and play at the 5 000-capacity Chamazi Stadium in Dar es Salaam.