Leicester's hopes of reaching the semi-finals of the Champions League were kept alive after a narrow 1-0 defeat by Atletico Madrid at the Vicente Calderon on Wednesday evening.
Antoine Griezmann scored what proved the winner from the penalty spot (28) after he had been clumsily brought down by Marc Albrighton, although replays showed contact was outside the box.
Chances remained at a premium thereafter, with the home side failing to capitalise on their possession and find a killer goal ahead of the second leg in the East Midlands next Tuesday, the Premier League champions still in with a chance of extending their dream run in Europe.
Craig Shakespeare made five changes to the side that suffered a 4-2 defeat to Everton on Super Sunday, with both Danny Simpson and Christian Fuchs returning to the back four and Wilfred Ndidi and Albrighton restored to the midfield.
Atletico had lost just one of 21 Champions League home matches under Diego Simeone and the game predictably started off in frenetic fashion in front of a vociferous home support, as Fernando Torres' low effort was comfortably saved by Kasper Schmeichel in the fourth minute.
The visitors had the woodwork to thank just moments after, when Koke found space 25 yards out and unleashed a thunderous drive, which came crashing back off the post with the Danish stopper beaten all ends up.
The visitors survived another scare after just eight minutes, when Yannick Carrasco volleyed wide after Robert Huth failed to clear a routine ball into the City box, before Griezmann flashed another effort over from range.
Vardy's cross-shot was the only brief respite for the Foxes in the opening 15 minutes - and Saul Niguez was the next to try his luck from distance, yet again his shot sailing harmlessly over the crossbar.
But midway through the first-half, the visitors began to get a foothold in the game and were unfortunate not to open the scoring after some superb work from Albrighton saw Shinji Okazaki unable to turn home the winger's cross.
However, just as the English champions began enjoying their best spell of the game, they were hit with a trademark counter attack from Simeone's side as Griezmann tore down the left flank and was upended by Albrighton for a penalty.
Replays showed the contact was made outside the box, but referee Jonas Eriksson did not hesitate to point to the spot as Griezmann dusted himself down to convert comfortably past Schmeichel.
The visitors still remained a threat on the break, with Fuchs' long throw causing problems, but Mahrez could not divert his effort on target after Huth's shot cannoned back to the Algerian winger on the edge of the penalty box.
The German centre-half brought down Griezmann shortly after in the 58th minute, earning him a booking which will see him miss the King Power decider, before the referee had another penalty decision to make when Mahrez took a tumble in the box after bamboozling Gabi.
Torres had the chance to put the game to bed just minutes later when he burst clean through, but he slipped at the pivotal moment and the ball squirmed harmlessly out of play.
Simeone sent on Angel Correa after the hour mark and the Argentinian was perilously close to doubling the hosts' advantage when Torres teed up Griezmann, but the latter's centre just evaded the substitute in the six-yard box.
Yohan Benalouane had to be alert with Griezmann lurking from Juanfran's ball in, before Correa flashed one across the face of goal in the dying minutes but there was no red and white shirt to turn it home as Leicester head back to the King Power Stadium with only a one-goal deficit to overturn.