The Buccaneers maintained the same starting line-up that emphatically brushed Chippa United aside in a DStv Premiership clash last Saturday in Port Elizabeth.
Bucs were under pressure following the start of the match, as Siphesihle Ndlovu made a goal-line clearance to smother a close-range effort by the Algerian outfit.
A set-back for the Buccaneers nearer to the midway mark saw goalkeeper Richard Ofori stretchered off following a groin injury and Siyabonga Mpontshane introduced.
Mpontshane was put to work immediately as he came rushing off his goal-line to smother a potent attempt from Setif with the defence caught square.
Pirates launched their first threat just before the half-hour mark through a header from Thabang Monare following a corner-kick from Deon Hotto, but the attempt went off target.
The Soweto giants emerged for the second half on the front courtesy of a threatening volley from Fortune Makaringe, but the attempt sailed beyond target.
Another opening came inside the matter of minutes through Vincent Pule following a quick counter-attack, but the attacker failed to make the opposing goalkeeper work.
Setif struggled to get out of first gear following the restart, as the Buccaneers continued to see a lot of the ball and a few openings in front of goal too.
A promising free-kick from Monare on 60 minutes nearly resulted in the breakthrough, but Thulani Hlatshwayo nodded the midfielder's delivery wide.
Mohammed Amoure piled pressure on Bucs inside the last 12 minutes with a smart attempt from close-range, but Makaringe ran across to avert.
Setif looked to clinch the win late on, but the South African outfit remained tight to see out a draw in Group A.
Pirates: Ofori, Hlatshwayo, Jele, Ndlovu, Mako, Monare, Motshwari, Makaringe, Pule, Hotto, Mntambo.
Subs: Mpontshane, Maela, Dlamini, Mabasa, Mhango, Nyauza, Monyane