Atletico have had the better of it at Estadio Jose Zorrilla, and will perhaps be disappointed that their lead is not bigger.
The home team started well, attacking from the off, and almost forced Tiago into scoring an own goal. The Portuguese blocked the cross into the side netting though, before Atletico cleared the resulting corner.
Atletico's first chance came five minutes later when Falcao found space on the edge of the box, but his left-footed shot was gathered by the goalkeeper.
The Columbian was not to be denied for long though. A clever free kick on the edge of the box found Diego Godin free in the six-yard box. Dani Hernandez somehow managed to block the initial effort, but Falcao was on hand to tap in for 1-0.
The away side almost doubled their lead midway through the half, but Diego Costa's shot was blocked after he had cut in from the left wing.
With five minutes left of the half Gabi released Costa through the middle. Hernandez thwarted the Brazilian's chip before rushing to block Falcao on the follow-up.
That was the last real action of the first 45 minutes and it is Atletico who lead at the break.