Zambian international Rainford Kalaba opened the scoring for Mazembe on 14 minutes, maximizing on a long ball from Patrick Ilongo.
Nine minutes later, team captain Tresor Mputu extended the lead to 2-0 in superb fashion by getting rid of the goalkeeper on a cross from TP Mazembe's Malian striker Cheibane Traore to put the ball in the empty net.
Morimakan Koita pulled one back on 27 minutes to give Stade Malien a glimmer of hope for the second leg, which will be played in Lubumbashi in a fortnight.
The DR Congo football powerhouse have not lost at home this year since being relegated from the Champions League to the Confederation Cup in May.
TP Mazembe's coach Patrice Carteron will undoubtedly put his knowledge of Malian players to good use again in Lubumbashi. Until May, he was the head coach of the Malian national team and took them to the semifinals of the 2013 African Cup of Nations.
Three other players from Mali are on Mazembe's roster, namely Ousmane Cisse, Alou Bagayoko and Boubacar Diarra.
In the other semifinal, CA Bizertin was held to a goalless draw by CS Sfaxien in Bizerte, Tunisia.