The match was played at the Central Republican Stadium in the Tajik capital Dushanbe.
Captain Farshad Noor scored the match-winner for Afghanistan in the 27th minute.
In their last five meeting against Afghanistan, Bangladesh won one match by 4-1 goals in 1979 and lost one by 0-4 goals in the South Asian Federation (SAFF) Games in 2015. The rest three ended in draw.
Bangladesh ranked 182nd in FIFA ranking and 37th in the AFC ranking while Afghanistan was placed 149th in the FIFA ranking and 29th AFC ranking.
In the day’s match, Afghanistan started to put pressure on Bangladesh defence with their aggressive football from the beginning of the match.
The aggression paid off in the 27th minute when Noor buried the ball with a header off a free-kick by Omid Popalzay (1-0).
Bangladesh counter-attacked but failed to break Afghanistan’s defence in the first half. The 2nd half remained goalless.
Two Bangladeshi players got yellow cards (Bishwanath Ghosh and Saad Uddin) while Afghanistan got one.
Bangladesh, put in Group E along with Qatar, Oman, India and Afghanistan, will play their home match against Qatar on October 10. They will play away match against India on October 15, another away match against Oman on November 14 and home match against Afghanistan on March 26.
Another away match with Qatar is scheduled for March 31 while home matches with India will take place on June 4 and Oman on June 9.
Bangladesh team reached Tajikistan on Sept 2 to conduct an eight-day preparation camp and play two preparatory matches.
Bangladesh: Ashraful Rana, Bishwanath Ghosh, Rahmat Mia, Yeasin Khan, Tutul Badsha Jamal Bhuyan, Biplo Ahamed/Rabiul Hasan (56th), Sohel Rana, Mohammad Ibrahim/Mahbubur Rahman (74th), Nabib Newaz Ziban, Saad Uddin.
Afghanistan: Ovays Azizi, Hassan Amin/Abbasin Alikhil (46th), Omran Haydari, Sharif Muhammad, Adam Najem, Faisal Shayesteh, Noor Husin, Omid Popalzay/Milad Intezar (44th), Farshad Noor, Zubayr Amiri, Jabar Sharza/ Noroallah Amiri (90th).
Officials: Lei Zhang (Referee), Song Xiangyun (Assistant Referee 1), Ma Ji (Assistant Referee 2), Sadullo Gulmurodi (Fourth Offcial).