The second meeting of the clubs in the space of five days - Gladbach won 4-2 in Saturday's Bundesliga clash - produced a tale of contrasting halves, with both goals coming in a pulsating first 45 played underneath the stadium's closed roof.
Jonas Hofmann's first Gladbach goal put the visitors in front a quarter-of-an-hour into the contest in Gelsenkirchen, only for Schalke to respond with a well-placed finish from Guido Burgstaller 10 minutes later.
A much tighter second period saw Burgstaller denied by the woodwork, leaving Gladbach the happier of the two ahead of the return fixture at Borussia-Park.
Just as they did in the domestic meeting last weekend, Dieter Hecking's side - searching for a sixth successive victory on their travels - struck the first blow.
Hofmann's run from deep was picked out perfectly by Lars Stindl's throughball, with the former's shot then squirming underneath the advancing Ralf Fahrmann to find the target.
Yet Schalke – without a win in their last five outings and perilously close to the relegation places in the Bundesliga standings – responded in kind, as Leon Goretzka's well-weighted pass in behind an exposed Gladbach defence set up the opportunity for Burgstaller to equalise.
The forward's early shot from the right was perfectly placed to find the far corner of the net, although the visitors felt the goal shouldn't have stood due to an apparent foul on Raffael that had allowed Schalke to steal possession and trigger a successful counter attack.
Hofmann was denied a second before the break by Fahrmann's close-range block, while Yann Sommer had to be alert at the other end to turn aside a dipping free-kick from Johannes Geis.
Chances were scarce after the half-time interval as Gladbach were happy to cede possession and play on the counter, although Benedikt Hoewedes failed to find the target with a free header from a corner on the hour mark.
A mix-up between Schalke duo Thilo Kehrer and Fahrmann should have gifted a goal to Fabian Johnson, yet the United States international failed to capitalise as a heavy touch denied him the opportunity to tap into an unguarded net.
Schalke substitute Eric Maxim Choupo-Moting was denied a goal inside two minutes of coming on by a smart save from Sommer, who reacted quickly to stop a low shot sneaking in at the near post.
The Gladbach goalkeeper had to rely on the crossbar to keep out a deflected drive from Burgstaller soon after though, meaning Schalke will have to score in the second leg to progress through to the quarter-finals.