The Tuzos' best chance came when American Omar Gonzalez had a goal in the 34th minute be disallowed for offside.
Saprissa was captained by Roy Miller, who will join the Portland Timbers after the CCL.
First Leg, Results
TUESDAY, FEB. 21
Saprissa 0 Pachuca 0
First Leg, Schedule
WEDNESDAY, FEB. 22
NY Red Bulls vs. Vancouver Whitecaps, 8 pm ET
Tigres vs. UNAM, 10 pm ET
THURSDAY, FEB. 23
FC Dallas vs. Arabe Unido, 8 pm ET