Morocco striker Soufiane Rahimi was the star of the show after he scored a first-half hat-trick in a 4-2 win for Al Ain in their semi-final first leg.
Al Hilal, the four-time Asian champions, last failed to win a game in September last year when they drew a Saudi Pro League match.
Wednesday's game had been postponed 24 hours after torrential rain swamped the UAE and the record-setting Saudis must have wished it had kept raining.
Rahimi opened the scoring after just six minutes from a pass by Yahia Nader and added a second from the penalty spot 20 minutes later after he was brought down by goalkeeper Mohammed Al Owais who was yellow carded for his troubles.
Rahimi completed his hat-trick in the 40th minute, again from a penalty after Ali Al Bulayhi chopped down Brazilian defender Erik in the area.
Al Hilal reduced the deficit early in the second period when Malcom scored from a pass by Sergej Milinkovic-Savic.
However, the Saudis conceded yet another penalty just before the hour mark with Kalidou Koulibaly bringing down Rahimi.
This time Paraguayan star Alejandro Romero took over spot-kick duties to make it 4-1 for Al Ain, the inaugural winners of the Asian Champions League in 2003.
Salem Al Dawsari kept Al Hilal in the tie ahead of next Tuesday's return leg by scoring his team's second goal of the night in the 78th minute.
Earlier Wednesday, South Korea's Ulsan claimed a slender lead in their semi-final with a 1-0 first leg win over Japan's Yokohama F-Marinos.
