Diego Simeone's side earned a 2-0 win over Cristiano Ronaldo's Juventus on Wednesday, handing the Spanish side a massive advantage heading into the return leg in Italy.
With the win, Atletico Madrid are now unbeaten in the team's last 12 Champions League knockout round home matches.
During that run, they've won eight and drawn five, having only conceded one goal in those 13 games.
The lone goal came back in 2017 when Isco scored for Real Madrid as Atletico won 2-1 on the day but lost 4-2 on aggregate.
After seeing a goal from Alvaro Morata controversially ruled out, Atletico Madrid responded with goals from the team's two centre-backs to seal the advantage.
Jose Gimenez scored the first for the hosts as the Uruguayan defender pounced on a corner kick to finish in the 78th minute, despite foul claims from the away side.
Team-mate Diego Godin provided the second just five minutes later via another set piece, sealing the two-goal first leg win.
The goals from the two Uruguay stars marked the first time the duo have scored in the same match for club or country.
Godin and Gimenez are also the first ever Uruguayans to score in the same match for the same team in the history of the Champions League/European Cup.
By keeping the clean sheet, Atletico Madrid have conceded only one goal in seven Champions League matches against Italian sides since Diego Simeone took over in 2011.
The goal came all the way back in 2014 when Kaka scored for AC Milan in a 4-1 Atletico Madrid victory.
Atletico have won five of those matches while drawing the other two.
With the shutout, Juventus failed to score in a Champions League last-16 match for the first time since 2008-09 campaign, when they fell 1-0 to Chelsea in a first-leg defeat.
Each of the last five times Juventus have lost the first leg of a knockout stage in European competitions, they have been eliminated in that round.
The two sides will meet again at the Allianz Stadium on March 12 as Juventus look to buck that trend.