Inka Grings hit the bar early on but converted a 24th minute penalty for Duisberg, after Kim Little conceded the spot-kick for handball.
The lead which was doubled just 4 minutes into the second half, by Marina Hegering.
But Laura Harvey's side battled back and went close when Gemma Davison was denied by Linda Bresonik. The Gunners gained some reward for their efforts on 66 minutes, as Grings conceded an own-goal via a Little free-kick.
The crossbar prevented the hosts re-establishing a two-goal advantage, as Femke Maes shot came back off the crossbar.
The second leg takes place this Sunday (March 14th), with a 1pm kick-off at Bishop's Stortford FC.
Duisburg: Holl, Wensing, Oster (Knaak, 46), Kiesel-Griffioen, Grings, Bresonik, Laudehr (Himmighofen, 88), Krahn, Maes, Hegering, Popp.
Arsenal: Byrne, Yorston, Ludlow, Flaherty, White, Grant, Yankey, Davison (Bruton, 90), Little, Fahey, Carter (Beattie, 78).
All the other ties will be completed on March 17th, with two teams defending clear home wins.
1. FFC Turbine Potsdam sent Norwegian side Røa IL to a 5-0 defeat. Goals from Nadine Kessler and Viola Odebrecht put Potsdam two up at the interval, Babett Peter extended the lead 4 minutes after the restart, with Kessler netting her second and Yuki Nagasato rounding off the victory.
Olympique Lyonnais made the most of their restoration into the competition, bagging a 3-0 1st leg advantage over Italy's ASD Torres Calcio. Lotta Schelin played a major role and it was her 19th minute effort which Michele Cupido parried into the path of Shirley Cruz to score.
After Schelin had a goal disallowed, she combined with Katia for the second goal after 30 minutes. Schelin got her second midway through the second-half, while Torres missed their chance, as Christine Nilsen saved Sandy Iannella's penalty.
Umeå IK failed to make the best use of their home leg, as the Swedish side were held to a goalless draw in a game of few chances by Montpellier Hérault SC.
Pictured: Arsenal manager, Laura Harvey.
