Bristol City failed to make home advantage tell in the Johnstone's Paint Trophy southern area two-legged final.
City striker Steve Brooker shot over from point-blank range and came closest to scoring moments later when his volley cannoned back off the woodwork.
League Two Bristol Rovers defended comfortably against their League One city rivals in an otherwise dour game.
Craig Disley had the visiting team's best chance after bursting clear from midfield, but shot inches wide of goal.
The second leg will take place at the Memorial Stadium on Tuesday 27 February.
Bristol City: Basso, Keogh, Carey, Fontaine, Orr, Noble (Jevons 83), Johnson, Woodman (Myrie-Williams 61), Murray (Skuse 42), Brooker, Andrews.
Subs Not Used: Thomas, Artus.
Bristol Rovers: Phillips, Lescott, Hinton, Elliott, Carruthers, Igoe, Campbell, Disley, Haldane (Sandell 78), Lambert, Walker (Nicholson 74).
Subs Not Used: Mike Green, Oji, Lines.
Ref: K Wright (Cambridgeshire).