The hosts created better chances of the match but failed to convert those that came their way as they go into the second leg away from home without a goal to defend.
The first of those clear-cut chances came in the 34th minute when defender Noko Matlou out-jumped everyone only to see her header go wide from a corner-kick.
Three minutes later, the home team was caught napping but goalkeeper Roxanne Barker, who had a blinder of a game, made a brilliant save to deny Equatorial Guinea.
Banyana Banyana had another great opportunity in the 40th minute after a good build-up that started from the back.
It resulted in a great defence-splitting pass from Sanah Mollo that was met by Refiloe Jane, who out-sprinted the defence and shot past the visiting keeper, only for the upright to deny her a precious goal.
Soon after resumption, Jane was back in the thick of things – following a defensive blunder from Equatorial Guinea she hurried her shot and it went narrowly wide.
In the 62nd minute South Africa was denied what looked like a clear penalty when Mollo was hacked down in the box after she had beaten her marker, but the referee waved play on.
What followed was perhaps the biggest miss of the day – another cross from Mollo that was left by Jane for Jermaine Seoposenwe, who fired her shot over the bar.
And that’s that how it ended at Makhulong Stadium.
The two teams meet again in two weeks’ time on Sunday, 18 October at Estadio de Bata. Kick-off is at 17h00. The winner qualifies for the 2016 Rio Olympic Games in Brazil.