Elisabeth Terland's third-minute effort put the visitors in control before Melvine Malard struck a second before the break.
Atletico did not die wondering in the second period and had several chances to get themselves back in the tie, including Vilde Boe Risa hitting the crossbar, but Julia Zigiotti Olme put United in command heading into the second leg next Thursday.
United defender Dominique Janssen said the team's spirit was key to their recent good form.
"That was a solid performance. The second half was a bit rough but the first half had some good plays so overall we can be happy," Janssen told Disney+.
"How the team is doing on the training pitch and in the changing room is our secret weapon. We're like a big family. That's one of the strengths of Man Utd and it's showing on the pitch.
"People can talk but being the underdog also really helps. At Man United, there is a lot of pressure but we don't feel it. Not a lot of people talking about us is a good thing, but if we keep performing well, it'll probably increase."
In Germany, Sarai Linder struck in the fifth minute of added time as hosts Wolfsburg rallied from two goals down to draw 2-2 with Juventus.
Linder fired into the top corner from the edge of the area to seal the draw ahead of next week's second leg in Turin.
"It feels like a win to get the draw in the last minute," said Wolfsburg coach Stephan Lerch.
Juventus went 2-0 up just after the hour mark at the AOK Stadion. Ana Capeta opened the scoring in the sixth and Amalie Vangsgaard doubled the lead in the 61st.
But Wolfsburg rallied going into the final 10 minutes of regulation time.
Janina Minge sparked the fightback when converting from the penalty spot in the 82nd.
As the clock ticked down it looked like Juventus would hold a slender lead going into the second leg, until Linder struck.
"We were playing well but we didn't really create many big chances. At the end, we deserved the draw and now next week it's still open," Wolfsburg's Lineth Beerensteyn said.
Agencies
