Captain Paulo da Silva's header 19 minutes from time gave Toluca victory in Costa Rica after the home side wasted an opportunity from the penalty spot.
With Toluca set to host the second leg next week, the Mexican club will be expected to defeat Alajuelense on aggregate and qualify for their first continental final since 2006.
Alajuelense finished with 17 shots to just seven from Toluca but the home side's best opportunity came in the 66th minute when Johan Venegas went down in the box under minimal contact from Da Silva.
But Alajuelense striker Jonathan McDonald hit his spot kick over the bar and, five minutes later, the hosts were made to pay for that miss.
Having conceded the penalty, Da Silva made up for his error by heading Juan Manuel Salgueiro's corner into the net, after getting free of his marker at the top of the six-yard box.
Toluca have never played in a CONCACAF Champions League final, having last qualified for a continental final in the CONCACAF Champions Cup era, while they last won the tournament in 2003 - their second title.
Alajuelense won the year after and have not made the final since.
In the other semi-final first leg, Tijuana won an all-Mexico battle with Cruz Azul 1-0 thanks to Cristian Pellerano's second-half penalty.
Cruz Azul entered the match on top of Liga MX, while Tijuana sit ninth, but the league leaders could not match their hosts on the continental scene.
Tijuana have a formidable record at their Estadio Caliente, with Tuesday's win their fourth in a row at the venue, and they have only lost once in their past 22 matches at home.
