Lucas Vazquez opened the scoring six minutes into the clash. The Spain international slotted home after being set up by Karim Benzema.
Four months ago, a 5-1 annihilation at Barcelona in La Liga, led to the dismissal of the Madrid coach Julen Lopetegui.
Santiago Solari, his replacement, has fashioned a far grittier Madrid, boasting the raw menace of the Brazilan wunderkind Vinicius Junior and the wiles of midfield schemers Toni Kroos and Luka Modric.
The defeat in October left Madrid in ninth place, but, under Solari, they have powered up to third in the table, collected a record fourth Fifa Club World Cup and reached the last 16 of the Uefa Champions League.
Madrid were pegged back early in the second half when Malcolm thrashed home from the edge of the box.
"The result of the tie is open," said Solari after the match. "Anything can happen."
The second leg takes place in Madrid at the Santiago Berabeu on 27 February and the winner will face Valencia or Real Betis in the final on 25 May.