Donnarumma may have made two smart safe to keep the arsenal, but PSG also had a chance to put the tie beyond the gunners.
First Bradley Barcola drew an effort and then Goncalo Ramos reached the cross.
And PSG chief Luis Enrique expects his side to “suffer” in Paris without that cushion.
“I think emotions are at that level in that kind of games so it is difficult to analyze,” he said. “Great atmosphere, but we show the kind of team we are.
“We tried to play our way and we scored the first -time goal playing the way we play. Sometimes we suffer but could score the second goal. The second game will be very hard.
“We need to prepare for the second game, it will be difficult. The result means a little advantage for us. We will suffer, we know that. I think we can go to the final but there is still a game.”
The champions of Ligue 1 could be without Dembale for the second stage next Wednesday after it was forced in the second half with a suspicion of hamstring injuries.
“We will try to return to Dembele on the pitch,” said Luis Enrique.
“But we are a real team. If Ousmane can play, it’s better.
“If you don’t, we will still be a real team. We have been saying that from the beginning of the season.”