The Saudi Arabia international striker was on the spot with 66 minutes gone at the PAF Stadium, ensuring Raul Caneda's side will take a 1-0 lead into the second leg.
In front of a 24,000-strong crowd the home side made most of the running, with Hazazi going close to a second in the closing minutes.
Taisir Al Jassem had the best effort for Al Ahli midway through the opening 45 minutes, and the Red Devils will just be pleased to have kept themselves in contention ahead of the second leg.
Despite the victory, Caneda was less than satisfied with his side's performance. He said: "Towards the end of the game we controlled the proceedings and we should have scored another goal, which could have made things easier for us.
"We didn't put in a great performance and we should play better in the next match."