Pirates handed goalkeeper Siyabonga Mpontsane a return while Vincent Pule also got a start on the back of his match-winning performance against Maritzburg United in the DStv Premiership on Sunday.
Setif adopted a number of players behind the ball earlier on, as a floating ball from the right-side by Pule and a snap shot on the volley from Deon Hotto brought the first danger.
A goalkeeping alteration on the side of the Buccaneers midway in the second half had Mpontshane removed after battling to carry on playing and Wayne Sandilands called from the bench.
The Buccaneers started to get forward a lot more as the first half began to wind down and watched a looping header in the area from Hotto go over the top of goal.
Setif put the Sea Robbers on the edge in the final minute of the half, but Sandilands was able to keep the North African giants at bay.
An open contest followed suit inside the earlier exchanges from the break, as Sandilands parried successive attempts from the visitors before a snap effort in the area from Pule go off target.
Setif dropped the Buccaneers back in their own half inside the closing stages, however the Soweto giants managed to hold ground and keep the visitors under full wrap.
This required Pirates to shuffle the pack ten minutes from time and introduce Gabadinho Mhango for Mabasa as well as Linda Mntambo ahead of Abel Mabaso.
Setif should've had the winner following a corner-kick late on, but Ibrahim Hachoud headed wide as the match finished goalless leaving Pirates on top of Group A.
Pirates: Mpontshane, Hlatshwayo, Nyauza, Mako, Ndlovu, Makaringe, Mabaso, Motshwari, Pule, Mabasa, Hotto
Subs: Sandilands, Jooste, Sesane, Dlamini, Monare, Mntambo, Mhango.