Former Chelsea striker Diego Costa scored just five minutes into his Atletico Madrid return.
The home side held their own in the early stages of the contest, but it was not long before Diego Simeone’s team took control of proceedings.
Despite the visitors seeing more of the ball, Kevin Gameiro and Fernando Torres failed to get a touch in the first 10 minutes or so due to Lleida’s defensive strength.
Torres eventually had an opportunity when Yannick Carrasco stormed into the final third before playing in the striker, who failed to get a clean shot away.
The breakthrough was made just after the half-hour mark when Diego Godin met the end of Carrasco’s free kick before sliding the ball into the bottom corner.
At the start of the second half, Lleida came out firing and did a good job of pegging back Simeone’s men, but failed to make the most of free kicks and corners.
The visitors upped the ante by bringing on Antoine Griezmann shortly after the hour mark, while Costa was also introduced to play for the first time since returning to the club from Chelsea in the summer.
The controversial hitman made an instant impact by scoring with his first touch to give Atletico a comfortable 3-0 lead at the Camp d’Esports.
The joy soon turned to concern for the Spain international, though, as he suffered the affects of being stood on while trying to find the back of the net, but he managed to see out the game.
One man who did not, though, was Marc Trilles, who capped off a disappointing night for the hosts when he was sent off after picking up a second yellow card for bringing down Griezmann.
The Frenchman punished Lleida further by scoring from the resulting free kick – thanks to a deflection – and left Atletico’s opponents a mountain to climb in the second leg.