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 wasn't to be denied and a few minutes later as 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.
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Villa almost got this second of the match, latching on to Costa's pass, but his effort went over the crossbar.
His strike partner Costa also went close, firing over after collecting the ball in the Bilbao box.
Bilbao's task got even harder 10 minutes before the end when Erik Moran was sent off for a second bookable offence.
However, Iker Muniain went close for the away side, curling an effort wide of the post.