The hosts followed that with another draw, and that is something that they will now be hoping to turn into a victory in front of their own fans.
Match preview
The first leg between the two teams proved to be a closely fought contest between Melgar and Deportivo Cali, which Nestor Lorenzo's men did dominate in terms of possession.
Even though they had plenty of football, the squad was only able to muster up two shots on target, which is why a goalless encounter was not a big surprise.
Melgar followed that up with another goalless draw at the weekend in league action against Alianza Atletico in a game that saw them finish with only 10 men.
Despite that, they are currently top of the Peruvian Primera Division, showcasing the quality that they have within the squad that they will be hoping to bring on Thursday.
Melgar have only lost three times in the league, and that is something that they will be pushing to replicate as they look to earn a place in the quarter-finals.
Deportivo Cali finished the previous match against Melgar in a difficult manner with Daniel Luna and Carlos Lucumi both being sent off in the final 10 minutes of the match.
Both of those men had come off the bench yet they were unable to finish the game, and greater discipline will be something that they are looking for this time around.
Deportivo Cali have only managed a single victory in their previous six matches which is something that they are looking to improve upon to try and get into form.
The lack of wins has been a concern for the squad, and it brings them into this encounter without as much confidence as they will would like beforehand.
Even throughout this competition, Deportivo Cali have won just twice, but that is something that will need to change if they hope to get themselves into the next round.
Melgar Copa Sudamericana form:
Melgar form (all competitions):
Deportivo Cali Copa Sudamericana form:
Deportivo Cali form (all competitions):
Team News
Bernardo Cuesta has been the focal point of Melgar's offensive qualities throughout this season, which is something that has been a major boost for the squad throughout this season.
Meanwhile at the back Melgar will likely use the exact same back four after keeping consecutive clean sheets heading into this match.
Luna and Lucumi will both be unavailable for Deportivo Cali after they were both sent off in the first leg of this cup tie, but considering neither started that game it is not an immediate problem.
Angelo Rodriguez will lead the line for the visitors with his attacking threat being crucial for them, as he has proven himself to be effective throughout the campaign.
Melgar possible starting lineup:
Caceda; Ramos, Galeano, Reyna, Ortmann; Arias, Orzan; Iberico, Tandazo, Bordacahar; Guedes
Deportivo Cali possible starting lineup:
De Amores; Gutierrez, Burdisso, Mera, Bonilla; Caicedo, Robles; Gonzalez, Teo, Mosquera; Rodriguez
We say: Melgar 2-0 Deportivo Cali
Melgar might have struggled to create many chances offensively during their previous encounter with Deportivo Cali, but they still head into this game as the favourites to win.
The hosts have been consistent and dominant throughout the campaign in all competitions, and that is something that should help guide them to a victory here.