City will take a 1-0 lead to Moss Rose after Gareth McAuley scored the only goal of a tense game.
The home side started strongly and threatened the Silkmen goal after just 33 seconds when a Kevin Sandwith corner was headed into the arms of Macclesfield keeper Alan Fettis by Lincoln defender Jamie McCombe.
Lincoln had a lucky escape in the fifth minute when a cross from Macclesfield defender Matthew Carragher sliced off Lincoln defender Ben Futcher and was spectacularly tipped over the bar by home keeper Alan Marriott.
Dangerous Macclesfield striker Jon Parkin shot wide on nine minutes, but it was Lincoln that took the lead two minutes later after striker Gary Taylor-Fletcher was brought down 30 yards from goal.
Sandwith crossed from the right and McAuley beat Fettis with a powerful downward header into the left-hand corner of the net.
Macclesfield reorganised and had the better of the first half. Town defender Danny Swailes saw a header well held by Marriott, and Macclesfield defender Tony Barras also went close.
Swailes came to Macclesfield's rescue in the 36th minute when he dispossessed Taylor-Fletcher with a superb tackle as the Lincoln striker looked set to score.
Macclesfield went clsoe to scoring two minutes before the break when striker Matthew Tipton tore through the Lincoln defence with a superb jinking run. Tipton unleashed a fierce drive which hit the underside of the bar and came out with Marriott well beaten.
Macclesfield continued to pile on the pressure with Danny Whitaker shooting wide before half time.
Lincoln improved after the break, with Taylor-Fletcher blazing over when unmarked from 12 yards out.
Lincoln threw the kitchen sink at Macclesfield in a desperate effort to secure the vital second goal. All the best chances fell to winger Derek Asamoah who was a constant threat to Macclesfield.
Fettis had to be at his best to stop Asamoah's right-foot shot from a tight angle. The Lincoln forward was gifted a great opportunity five minutes from time but blazed wide after Fettis ran out of his area and was left stranded.
Macclesfield looked happy to defend for the rest of the game, leaving Lincoln with just a one-goal advantage for the second leg at Macclesfield next Saturday.