The result is good for DR Congo giants Mazambe as they head home to Lubumbashi for the second leg next week having scored an important away goal.
Jonathan Bolingi struck in the 43rd minute at the Mustapha Tchaker Stadium in Blida to silence the Algerian club’s fans.
But Faouzi Yaya equalised for Mouloudia in the 66th minute to restore some hope that there could still be a turnaround in the second leg.
Five-time African champions Mazembe are setting their sights on a seventh continental club trophy, and a 10th title in total if the CAF Super Cup is also counted.