AmaKhosi travelled to Zambia determined to take a step closer to securing a place in the group stages as they seek to re-establish themselves in continental football, but it was not to be after a goal by Alassane Diarra saw them taste defeat.
Chiefs were dealt an early setback when defender Thabiso Monyane sustained an injury in the opening 30 minutes and was stretchered off the field. Thulani Mabaso was introduced as his replacement.
The hosts looked to capitalise on the disruption, piling pressure on the visitors with a series of attacking moves. However, Red Arrows struggled to turn their dominance into clear-cut scoring opportunities.
Both sides searched for an opener as the first half progressed, but neither managed to break the deadlock.
In the 44th minute, Ackim Mumba was set up by Angel Lubamba, but Chiefs survived the threat as the teams went into the half-time break with the score still goalless.
Red Arrows continued to dictate proceedings after the restart, encouraged by their home supporters as they pushed for the breakthrough.
Chiefs, meanwhile, looked to Mduduzi Shabalala and Luke Baartman to provide attacking inspiration, but the pair struggled to unlock the hosts' defence.
The visitors first meaningful attempt came in the 53rd minute, only for Red Arrows goalkeeper Charles Kalumba to deal with the danger.
Mumba remained influential in the hosts' attacking play and combined with Lazarous Chishimba in the 62nd minute before receiving the ball back and delivering a cross towards Lubamba, whose effort sailed wide from inside the box.
The pressure eventually paid off in the 76th minute when Diarra connected with Mumba's corner to beat the Chiefs defence and give Red Arrows a deserved 1-0 lead.
The goal lifted the hosts, who grew in confidence and threatened to extend their advantage. However, they failed to make their remaining opportunities count.
Chiefs were unable to find a response before the final whistle, leaving them with work to do in the return fixture.
The two sides will meet again next week, with Amakhosi needing a victory to keep their hopes of reaching the CAF Confederation Cup group stages alive.