The Moroccans, who lost the Club World Cup final 2-0 to Bayern Munich in December, went into their return meeting with Guinean outfit Horoya trailing 1-0 from the first leg.
Mouhcine Iajour popped up three minutes from time to hand Casablanca a lifeline.
However, Horoya held their nerve in the subsequent penalty shootout to overcome their opponents 5-4 and progress to the second qualifying round.
Nkana clinched a 2-1 win over KCCA in Uganda to progress with a 4-3 aggregate success.
Claude Bwalya gave the visitors the advantage in the first half of their second leg, only for Brian Majwega to level the tie shortly after the break.
Christopher Munthali popped up with the winner on 59 minutes to see Nkana through.
Reigning South African champions Kaizer Chiefs had a much easier passage to the next stage, with their 3-0 win at Liga Muculmana sealing a comfortable 7-0 aggregate victory.
Zimbabwean striker Knowledge Musona was the star of the show, netting all three second-leg goals as the visitors cruised to a straightforward win.
Another side to seal a comfortable passage were ES Setif, whose goalless draw in Burkina Faso against ASFA Yennenga was more than enough after a 5-0 win in the first leg.
Primeiro de Agosto almost pulled off an unlikely comeback against Leopards after a 4-1 thumping in the first leg.
The Angolan outfit needed an early goal to have any chance of progressing and duly managed one through Guilherme Afonso's third-minute opener.
Armaro's penalty three minutes into the second half meant the hosts just needed one more to qualify via the away goals rule, but they were ultimately disappointed as Leopards squeezed through 4-3 on aggregate.
Elsewhere, Real Bamako progressed despite a 1-0 home reverse at the hands of Enyimba, the Malians making it through on away goals having won the first leg 2-1.
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