Midtjylland hit the front early when these two met on this ground in the league phase, and they really ought to have repeated the act here.
Less than three minutes were on the clock when Philip Billing - who boasts four career goal involvements against Forest - delivered a cross to the back post for Junior Brumado, but his header was denied by a vital Murillo clearance.
Despite seeing Jair Cunha forced off injured, the hosts recovered from that early scare and soon started to unleash shots on the Midtjylland goal, albeit from long range.
Omari Hutchinson was first to threaten when he forced a smart save from Elias Olafsson before the Midtjylland goalkeeper could only spill Ola Aina’s effort into Igor Jesus’ path, but the Brazilian failed to turn the rebound on target.
Olafsson then tipped Elliot Anderson’s powerful effort from distance over the bar, with Jesus’ header from the subsequent corner cleared off the line by Billing.
The Tricky Trees’ best chance of the first period came late when Hutchinson picked out Morgan Gibbs-White in the area, but his goalbound effort was blocked, ensuring neither of these sides added to their joint competition-high 10 first-half goals and keeping the tie finely poised.
Vítor Pereira’s men were quick out of the traps following the restart, with Aina seeing an effort from around the penalty spot inadvertently blocked by Gibbs-White before Nicolas Dominguez lashed wide of the upright.
Driving rain and swirling wind presented a huge obstacle to both sets of players, and though Forest looked to be handling the deteriorating conditions better, Midtjylland nearly applied a sucker punch when half-time substitute Valdemar Andreasen forced Matz Sels into a smart save before hitting the bar from the subsequent corner.
As puddles started to form on the City Ground pitch, Forest’s attacking impetus seemed to dry up.
That left them vulnerable at the other end, and the Wolves made them pay by snatching a lead in the final 10 minutes.
Ousmane Diao’s deep cross from the inside right was perfect for Cho Gue-sung, who shrugged off Aina’s challenge and headed into the bottom corner.
The shell-shocked hosts were ultimately unable to respond, meaning they have a mountain to climb in next week’s second leg, given that Midtjylland are yet to lose at home in any competition this term.
Flashscore Man of the Match: Elias Olafsson (Midtjylland)