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Thulani Hlatshwayo headed home the opener in the 32nd minute to give the Buccaneers the lead.
Then in the 84th and 85th minutes, Orlando Pirates scored two more goals in rapid succession through Linda Mntambo and Jean-Marc Mundele to take a massive advantage into the return leg.
The second leg will take place at the Orlando Stadium on Sunday, 21 February.
Kick-off is scheduled for 17:00.
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Orlando Pirates line-up:
Ofori, Hlatshwayo, Jele, Ndlovu, Mako, Mntambo, Motshwari, Makaringe, Pule, Hotto, Dzvukamanja
Substitutes: Sandilands, Mundele, Sesane, Maela, Sam, Dlamini, Lorch
IN CLOSING | PITSO MOSIMANE WANTS A LETHAL ATTACK – AND PATIENCE FROM FANS