The two sides meet again next Thursday in Denmark but Mark Hughes will be delighted with his side's performance and they will enter the away leg with confidence in their two goal lead.
Felipe Caicedo opened the scoring after just 8 minutes when he brilliantly turned on Michael Jakobsen and slotted past the despairing keeper to give City the dream start they were looking for.
There were chances at either end in the aftermath of the goal, with Robinho a constant threat for the home side and Caca making Shay Given work at the other end. But City doubled their advantage on 30 minutes through Shaun Wright-Phillips's impressive solo effort.
City outshone their opponents for much of the first half but had to rely on some poor Aalborg finishing in the second to protect their two goal cushion, as Aalborg showed their ability to pass and move on the counter attack.