There was little in the way of chances early in the first half and it wasn't until the 22nd minute that Diego Costa fired wide of the post after skipping past two defenders.
The former Barcelona player then curled one over the bar as Atletico began to take control.
However, Villa was not to be denied and a few minutes later he smashed the ball into the bottom corner with the aid of a slight deflection.
It was 2-0 to the home side just before half time. Costa burst into the Bilbao box and slid his effort into the bottom corner.