Six-time African champions Ahli suffered a stunning 1-0 defeat by Gunners of Zimbabwe in the first-leg of the Champions League round of 32 on Saturday.
A defensive lapse allowed Gunners striker Norman Maroto to strike home midway through the first half.
Ahli piled on pressure in the second half but failed in their attempts to notch the equalizer.
They had a goal ruled out for offside one minute from time to open their Champions League campaign in disappointing fashion.
Ahli will have to overturn the one-goal deficit in the second leg in Cairo in two weeks’ time if they are to avoid being eliminated at the first hurdle.
The Red Devils, who won the Champions League in 2008, suffered a second-round exit last season after losing to Nigeria’s Kano Pillars.
