AshGold were brilliant from the blast of the whistle until cracking in the 41st minute when Chehoudi headed home opener.
Danilo Bueno converted a spot-kick on 63 minutes after captain Daniel Asamoah brought down Lassaâd Jaziri in the box.
Danilo added the third for Etoile du Sahel with the third goal in stoppage time.
The second leg will be played in a fortnight at the Obuasi Len Clay Sports Stadium.
Ashanti Gold SC line-up: Dauda, Asamoah, Traore, Entsir, Ashong (Zakari 72′), Akowuah, Aminu, Adjetey, Owusu (Anobaah 67′), Yakubu and Sadat (Yaw 46′).
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