Palmeiras forward Keirrison turned in Cleiton Xavier's pass from close range to open the scoring after three minutes in Sao Paulo and added the second for the Brazilians with a 20th minute penalty after a foul on Willians.
Edemir Rodriguez pulled one back for the Bolivians two minutes later after a blunder by Palmeiras goalkeeper Marcos but Diego Souza restored Palmeiras' two-goal lead five minutes before halftime.
Palmeiras' only worry is that the second leg will be played at nearly 4,000 metres above sea level in the mining town of Potosi.
In Lima, Peruvians Sporting Cristal came from behind to beat Argentina's Estudiantes 2-1 in a game of goalkeeping mis-haps.
Cristal equalised in the 40th minute when Roberto Palacios' header somehow looped over Estudiantes goalkeeper Mariano Andujar and Hector Hurtado slotted home the winner nine minutes after halftime.
