Mohamed Barakat opened the scoring in the first minute and Flavio Amado added the second midway through the first half.
Egyptian international Barakat notched his second of the night eight minutes after the interval to complete the rout.
Ahli, who are seeking to win a seventh title in history and a second in a row, will take a comfortable lead into the second leg in a fortnight.
Striker Ahmed Belal was handed a starting berth after ending his goal drought during Ahli's 3-0 Egyptian Premier League victory over Olympic on Tuesday.
He partnered Flavio upfront while star playmaker Mohamed Abou-Treika, who has recently recovered from an ankle injury, started on the bench.
Young Africans did not have much time to organize their defense as Ahli took an expected lead after 45 seconds.
Mercurial midfielder Barakat picked up Ahmed Hassan's deft pass to go clear on goal and slot home past the advancing keeper without facing any opposition.
Flavio doubled Ahli's advantage on 21 minutes with a simple header after Yanga keeper parried Ahmed Fathi's right-wing cross into his path.
The visitors failed to threaten Ramzi Saleh as Ahli maintained their domination and could have extended the gap on several occasions during the first half.
Angolan winger Gilberto skipped past two defenders and fed Belal, whose poor shot flew high over.
Veteran midfielder Hassan also had a shot that narrowly missed the target.
Late Scare
Ahli added the third in the 53rd minute to ensure that Young Africans would have a mountain to climb in the return leg.
A precise cross from versatile midfielder Fathi, who played as a right-back, found the unmarked Barakat who neatly controlled it before sending a low shot into the bottom corner.
Abou-Treika made his long-awaited comeback in the second period, replacing Hassan.
But his introduction did little for an Ahli side that seemed content with their three-goal advantage.
A late scare by Young Africans almost gifted them a stunning goal.
Ahli's Palestinian keeper Saleh tipped a far-post shot over the bar and he was lucky not to concede a goal few minutes later.
Defender Ahmed Al-Sayed mis-hit his clearance from inside the area to allow Nourdin Bakari to gather the ball and go one-on-one with Saleh but his low shot was denied by the post.