Five-times Women's Champions League winners Olympique Lyonnais claimed the early advantage after they beat Chelsea 2-1 at home in their semifinal first leg on Sunday.
A Magdalena Ericsson own goal and a strike from midfielder Amandine Henry in the first half put the defending champions 2-0 ahead before Erin Cuthbert pulled one back for the visitors after the break.
In front of 22,911 spectators at Lyon's Groupama Stadium, Delphine Cascarino's shot was deflected in off Chelsea defender Ericsson in the 27th minute to give the hosts the lead.
Henry headed the ball into the far post from a corner to make it 2-0 after 38 minutes.
It was a perfect start for the hosts, but Chelsea were awarded a penalty on the stroke of halftime after Ramona Bachmann was brought down, only for goalkeeper Sarah Bouhaddi to save Fran Kirby's spot kick.
The Blues were still in the mix, however, and Cuthbert volleyed home an away goal in the 72nd minute which Chelsea hope will prove decisive in the second leg next Sunday in London.
"We knew it would be a complicated game. It did not go exactly as we had planned. We have a one-goal advantage and it's still something," said Lyon coach Reynald Pedros.
"We are among those teams who can score a lot of goals away from home."
In the quarterfinals, Lyon beat last year's runners-up VfL Wolfsburg 4-2 in Germany after winning the first leg 2-1 at home.
In Sunday's other semifinal, Barcelona took an away-goal advantage from their 1-0 victory at Bayern Munich as they seek to reach a maiden Champions League final.
Kheira Hamraoui's second-half strike was enough for the Catalans, who might have taken a bigger lead back to Spain for next Sunday's second leg were it not for some profligate finishing.
England forward Toni Duggan went close in the opening minutes before Hamraoui hit the bar and Vicky Losada saw a shot crash back off the post as they dominated in Bavaria.
Bayern responded before the break and almost scored against the run of play but were denied by a smart stop from Barca goalkeeper Sandra Panos.
Hamraoui's angled shot gave Barca the lead their play had deserved just after the hour and they clung on despite a late Bayern onslaught, with Sara Daebritz's stoppage time free kick hitting the bar.