Claudio Ranieri's side had the majority of possession in the opening half, but struggled to threaten the Athletic goal. Likewise, the LaLiga side had little in the way of openings as the two sides weighed each other up.
After the break, Athletic took the lead with their very first effort on target. Unai Gomes whipped in a corner that Roma failed to deal with, and Iñaki Williams headed home.
Their lead lasted just six minutes as Roma roared back. Zeki Çelik did well to get down the right, and pulled the ball across the box for Angeliño to brilliantly finish.
As the game moved towards its final stages, Yeray Álvarez was sent off for a second yellow after pulling down Eldor Shomurodov.
Athletic's 10 men thought they had held on but Shomurodov struck deep into injury time to hand Roma a crucial lead ahead of second leg in Bilbao.