Thamsanqa Gabuza was the ninth-minute match-winner against the title-holders on a warm southern hemisphere spring evening at Orlando Stadium in Soweto.
The tall striker connected with a low cross and, from an acute angle, steered the ball with his right foot just beyond the reach of goalkeeper Sherif Ekramy.
It was only the second time the veteran shot-stopper, whose father was the Ahly goalkeeper three decades ago, had to pick the ball from the net in seven Confederation Cup matches.
Ahly, winners of a record 19 African Football Confederation (CAF) titles, failed to take chances to equalise in each half.
The Cairo Red Devils have struggled to find the net on the road this season in the African equivalent of the Europa League, scoring only once in three away group games.
"Our first priority was to win without conceding a goal at home and we achieved that," said Pirates coach and former South Africa midfielder Eric Tinkler.
"We wanted to catch Ahly through counter-attacks, but our plan largely failed because we played the ball to the feet of our attackers instead of over the Egyptian defence.
"It is half-time in the tie and we are one goal ahead. Now we have to protect that lead and try and score some away goals."
Ahly host the return match on October 4 at a military stadium in coastal city Suez, 135 kilometres (85 miles) east of Cairo.
Fellow Egyptian club Zamalek are away to Etoile Sahel of Tunisia Sunday in the other first leg, in Mediterranean resort Sousse.
The four Confederation Cup contenders are chasing a 660,000-dollar (590,000-euro) first prize and a one-off CAF Super Cup match against the 2015 CAF Champions League winners.