The Red Devils created goalscoring chances from the start, but they were wasteful with Phakamani Mahlambi, and Walid Soliman leading their attack.
South Africa international Mahlambi had a chance to hand Al Ahly the lead four minutes into the game from Soliman's cross, but the speedy forward placed his effort over the crossbar without troubling Esperance goalkeeper Moez Ben Cherifia.
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The hosts then suffered a blow as their star midfielder Amr El-Sulaya sustained an injury, and he was replaced by Mohammed Hany.
Esperance then stood firm at the back and the score was 0-0 at the interval.
Record eight-time champions Al Ahly continued to dominate the match at the start of the second half.
Marwan Mohsen thought he had finally broken the deadlock in the 64th minute, but his goal ruled out for offside.
This after Mahlambi had failed to keep his shot on target from Hany's well-taken cross with the Blood and Gold defence badly exposed.
That was a wake-up call for Esperance, who then began to look more organized defensively, especially in the latter stages of the game, and ultimately, the two teams settled for a 0-0 draw.
Elsewhere, Botswana champions Township Rollers began their group stage campaign with a narrow win over Ugandan outfit Kampala Capital City Authority (KCCA) at the National Stadium in Gaborone.
Rollers enjoyed more possession in the opening stages of the game and KCCA shot-stopper Tom Ikara was the busier of the two goalkeepers.
The lanky goal-minder was beaten by Lemponye Tshireletso, who made it 1-0 to Rollers after pouncing on to a poor back pass, much to the delight of the home fans.
It should have been 2-0 to Rollers just before the break when Tshireletso's shot was parried into Joel Mogorosi's path by Ikara, but the latter missed the target from close range.
The score was 1-0 to Rollers at the interval with the hosts having dominated the first half.
KCCA were the better side after the restart and they came close to scoring in the 48th minute when Muhammad Shaban's effort hit the crossbar with Rollers keeper Keagile Kgosipula well beaten.
However, Rollers also threatened through Tshireletso whose long range effort hit the crossbar as the hosts looked to double their lead.
The momentum was with KCCA in the closing stages as they searched for a late equalizer, but Kgosipula produced a fine save to deny Derick Nsibambi deep into stoppage time.
Ultimately, Rollers ran out winners over fellow group stage debutants KCCA.
Friday's results see Rollers move to the top of the Group A standings, while Al Ahly and Esperance are placed second and third respectively.
KCCA are placed fourth after this defeat to Rollers, but they will hope to improve in the upcoming matches.