A stormy encounter in Porto Alegre was settled seven minutes from time when Cícero pounced on a headed knockdown by Jael.
Cícero, who had replaced Jailson midway through the second half, latched onto the loose ball and steered his shot past Lanús goalkeeper Esteban Andrada.
It was the decisive act of an ill-tempered game between the Brazilian and Argentinian clubs in the showpiece game of South American club football.
Seven players were cautioned during the game, with Chilean referee Julio Bascuñán being surrounded by players from both sides at the final whistle.
Grêmio had dominated for long periods of the game but struggled to create many chances before Cícero’s winner.
Lanús almost took the lead in the first half but Diego Braghieri’s powerful downward header was brilliantly saved by Grêmio goalkeeper Marcelo Grohe.
The build-up to the first leg had been dominated by controversy, with Grêmio accused of hiring a scout to spy on opponents during training sessions.
ESPN Brasil reported that the individual recruited had used a variety of techniques including drones and cameras hidden in trees, buildings, and walls to glean information on rival teams.
The second leg of the final will take place on November 29.