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Leonel Vangioni put Monterrey ahead after 23 minutes with a spectacular 30-yard strike which went in off the post.
They were 2-0 ahead by half-time after Al Sadd, coached by former Barcelona star Xavi, saw skipper Gabi play a mistimed back pass into the path of Rogelio Funes Mori who went on to score.
Algerian international Baghdad Bounedjah brought the Qataris back into the game just after the hour with a header from 12 yards.
However, Monterrey restored their two-goal cushion after 77 minutes when a fierce drive from Carlos Rodriguez went in off the crossbar.
Abdelkarim Hassan's 25-yard shot in the last minute gave Al Sadd brief hopes of a shock turnaround but Monterrey held on.
The Mexicans will face runaway Premier League leaders Liverpool in the second semi-final on Wednesday.
