The Londoners always appeared in control and Kalou grabbed the only goal in the 75th minute, tapping the ball in from close range after excellent work down the right by Fernando Torres and Ramires.
"This was a very good result. We knew the difficulties we were going to face and now we will take the game back to London where we will have the support of our fans," said Chelsea centre-back David Luiz.
"Nothing is won yet but we showed a lot of maturity and experience," added the Brazilian who was signed from Benfica in a big-money transfer 14 months ago.
Kalou's goal vindicated the decision by interim coach Roberto Di Matteo to start the Ivory Coast forward in place of England international Daniel Sturridge who was rested from the starting line-up along with Didier Drogba, Frank Lampard, Michael Essien and Gary Cahill.
Juan Mata had also gone close for Chelsea on the hour when he rounded goalkeeper Artur Moraes but struck the post from an acute angle.
Mata then had a late chance to put the tie beyond Benfica's reach ahead of the second leg at Stamford Bridge on April 4.
The Spanish playmaker was set free on the left with four minutes to go after substitute Sturridge sprinted away down the right but his tame left-footed chip went wastefully over the bar.
Defender Jardel had Benfica's best chance midway through the second half when his close-range header was acrobatically saved by Petr Cech.
WARM EVENING
Earlier, the crowd at a packed Estadio da Luz were treated to a warm spring evening in Lisbon but had to wait 20 minutes to see the first goal chance.
Brazilian midfielder Bruno Cesar floated a defence-splitting pass to Paraguay striker Oscar Cardozo who chested the ball down before swivelling to shoot narrowly wide.
There were few opportunities in the first half but the game burst into life in the second period as Benfica went on the front foot.
The home team, European Cup winners in 1961 and 1962, were unlucky not to score in the 47th minute when a rocket shot from Cardozo struck David Luiz on the goal-line before bouncing to safety.
The referee also waved away strong penalty claims when the ball rebounded off Chelsea captain John Terry's arm but the visitors, still searching for their first Champions League trophy, were always threatening in attack.
Kalou's late goal gave Chelsea their first away victory in this season's competition and inflicted Benfica's first home defeat in 11 European ties.
Coach Jorge Jesus said his Benfica team were unlucky.
"Benfica were the stronger team and did not deserve to lose," he said. "We had more chances to score and Chelsea did not get in on goal that much.
"There is still another match in London. Our players have not given up yet and we leave here feeling we are a good team."
The winners meet AC Milan or Barcelona in the semi-finals.
