Esperance were the holders and the Egyptian side stunned them with a 2-1 win in the away leg to clinch the title.
The result means Al Ahly, despite not having played much domestic football this year due to the problems in Egypt, will be at the Club World Cup in December.
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The reputation of the Premier League means it is the most popular and one of the most watched leagues in the world.
Five English clubs will compete in the last sixteen of the Champions League for the first time ever as Liverpool, Manchester United, Manchester City, Chelsea and Tottenham face some difficult away matches.