Esperance were held 1-1 at home by Mouloudia Bejaia of Algeria – having drawn the first leg 0-0 last week – meaning they crashed out on away goals.
Chamseddine Dhaouadi missed an early penalty for the Tunisians, but Ghailane Chaalali eventually gave the hosts the lead midway through the first half.
But Bejaia, in their first year playing in CAF, equalised through Mohamed Ndoye shortly afterwards and, try as they may, Esperance could not find a way back into the game.
Mazembe lost 2-1 against Stade Gabesien of Tunisia, but progressed thanks to a 1-0 win at home in the first leg.
Youssef Fouazi gave Gabesien the lead just before the break, but Jonathan Bolingi netted from the spot to equalise. Ahmed Hosny regained the lead for the hosts, but they could not find the extra goal they needed to progress.
There are six more ties to be played tonight, including Mamelodi Sundowns vs Medeama, with the draw for the group stages taking place on May 24.