Olimpia made home advantage count in their first leg clash against The Strongest last night in Asuncion, winning 2-0 thanks to second half strikes from Julio Cesar Caceces and Adrian Romero.
Caceces put the Paraguayan giants ahead in the 66th minute, calmly rolling the ball into an empty net following a calamitous error from Bolivian shot stopper, Daniel Vaca.
Romero doubled Olimpia's advantage with 10 minutes remaining, heading home from close range following a brilliant reaction save from Vaca.
The return leg will be played next Thursday at the Estadio Hernando Siles in La Paz, which is located 3600 metres above sea level.
In last night's other games: Olimpia's local rivals Nacional were held to a 0-0 draw by San Jose in Bolivia, while Julio Bevacqua's 62nd minute header gave Deportivo Quito a hard-fought 1-0 win over Venezuela's Deportivo Anzoategui.
Both return legs are scheduled for next week. Anzoategui will travel to Quito on Wednesday, while Nacional host San Jose at Defensores del Chaco on Thursday.
Last night's results:
Deportivo Quito 1 - 0 Anzoategui
San Jose 0 - 0 Nacional
Olimpia 2 - 0 The Strongest
Yaracuyanos v LDU Quito [01:15 BST]