Goals from Park Chu-Young, Dejan Damjanovic and Brazilian top scorer Adriano gave them a deserved two-goal cushion to take to China for the second leg on September 14.
Adriano was dropped to the bench after a recent form slump despite 11 Champions League goals this campaign. Instead it was former Arsenal attacker Park who was preferred to partner Damjanovic up front.
It didn't take long for coach Hwang Sun-Hong's decision to be vindicated as Park, who in the 16th minute had blasted wastefully wide when it seemed easier to score, turned provider three minutes later.
The Seoul number 10's cross found Damjanovic with the freedom of the penalty area as he nodded home unmarked his eighth goal in his last eight games from the edge of the six-yard box to open the scoring.
It was man-of-the-match Park's turn on 31 minutes to take advantage of shoddy Shandong defending.
Park was found lurking in acres of space on the edge of the box by Cho Chan-Ho's pass before having time to turn and shoot past Wang Dalei to make it 2-0.
With big-money signing from Southampton Graziano Pelle making little impact up front for the visitors, there seemed no way back.
But a foul just outside the penalty area after a rare Shandong forward foray gave Walter Montillo a sniff of goal and the Argentine expertly curled home the 35th-minute free-kick to reduce the deficit to 2-1.
The home fans erupted in delight when their hero Adriano finally made his entrance in the 60th minute in place of Cho.
Just nine minutes later he took his AFC Champions League tally for the season to 12 when he was sent clear in the box by Damjanovic's delightful back heel to make it 3-1.
There was time for Shandong midfielder Jin Jingdao to earn himself an early shower in the 81st minute after being needlessly booked twice in the space of four minutes for petulant fouls.
Jin will be suspended for the second leg.