AZ have the advantage in their Europa League last-16 tie with Anzhi Makhachkala going into the second leg as a strike from Aron Johannsson handed them victory at the AFAS Stadion.
The home side started the game well, but it was Anzhi who came closest to taking the lead when Fyodor Smolov headed at goal. His effort looked to have crossed the line but Esteban clawed it away, and the officials agreed it was not a goal.
AZ took the lead in the 29th minute when Ali Gadzhibekov was penalised for handling the ball in the area, and Johannsson made no mistake firing his penalty past Mikhail Kerzhakov.
Oleksandr Aliyev then came inches away from getting his side level as he powered a free kick at goal from 35 yards, but his effort clattered off the bar, much to the relief of Esteban.
Minutes later, Esteban kept AZ in the lead when he denied Alexander Bukharov as he raided into the area and tried to slot an effort past the keeper, who made the save with his foot.
After the break, AZ began to control the game and could have gone further ahead when Johannsson fired an effort from the edge of the area, but Kerzakov was able to make the save, gathering the ball at the second attempt.
Johannsson broke upfield late on as Anzhi began to tire and had the chance to play in Celuso Ortiz, who would have been through, but his pass was intercepted and the opportunity spurned.