Mamelodi Sundowns went into the first leg brimming with confidence having beaten Zamalek twice in the group stages, while the Egyptian giants wanted to exert revenge on Pitso Mosimane's men.
The first real chance of the game fell for Thabo Nthethe in the 22nd minute, but the defender's header went across the face of El-Shenawy's goal.
Anthony Laffor was presented with a good chance moments later, but the attacker fired his attempted volley wide from inside the box.
However, Laffor made amends 31 minutes into the first half, as he beat El-Shenawy with a powerful shot after he was sent through on goal by captain Hlompho Kekana to make it 1-0 to Sundowns.
The home side grew in confidence and pushed forward as they looked to doubled their lead.
Sundowns did double their lead through Tebogo Langerman five minutes before the interval. El-Shenawy misjudged the flight of the ball and it came off the upright and into the back of the net.
Zamalek should have pulled one back on the stroke of half-time, but Hefny fired over the crossbar from close range.
Mosimane's troops came out of the dressing rooms guns blazing, and it took them less than a minute to make 3-0.
Percy Tau capitalised on some sloppy defending from Zamalek and stormed into the box before firing a low cross towards goal. Islam Gamal turned it home.
Morsy saw his attempted shot cleared off the line by Wayne Arendse in the 58th minute as the visitors continued to search for that important away goal.
The game lost its spark as both coaches made changes to their teams, but Zamalek enjoyed the ball possession.
Sundowns created two great opportunities in quick succession in the 80th minute, but Zamalek did well to stop Tau from taking a shot, before Laffor's attempted bicycle-kick sailed high and wide.
Substitute Teko Modise teed up Tau with just over five minutes to go, but the midfielder was denied by Mahmoud Abdel Rahim Ahmed Abdel Rahim.
The Tshwane giants held on their healthy lead to register a convincing 3-0 win over Zamalek.