Both sides fielded strong XIs for the contest and it was the league leaders who had the first opportunity to break the deadlock when Filipe Luis's cross met an onrushing Jackson Martinez, but he could only send his effort over the bar.
The hosts soon found their way into the contest and had the better of the chances as the half progressed, most notably on the half-hour mark when Markel Bergara collected from Jonny Castro in the area, but he was thwarted by the hands of Miguel Angel Moya.
Atletico returned determined from the break and had a chance minutes after the restart but Martinez's effort went wide of the post.
Substitute Angel Correa had arguably the best chance of the game although his powerful header could only go over, moments after Moya had been called upon to keep out a fierce drilled effort from Iago Aspas.
The home side were gifted a chance to take the lead eight minutes from time following an error from Augusto Matias Fernandez, whose deflection was only kept out of the net thanks to alert defending from a stretched Gabi.
The second leg takes place at the Vicente Calderon next week.