Sevilla went immediately in front after just seven minute when Suso’s shot from the top of the box after some fine footwork took a wicked deflection off a Dortmund defender and beat Marwin Hitz in net.
Dortmund needed only 12 minutes to hit back and it came in sensational fashion, through Mahmoud Dahoud who unleashed an unstoppable shot from distance after picking up a pass from Haaland near the top of the box.
Haaland collected his first just before the half-hour mark — the Norway international combining with Jadon Sancho before stretching and beating Sevilla keeper Bono to the England man’s cushioned chip.
Haaland made it 3-1 in the 43rd minute when, from a counter-attack, he rolled a Marco Reus pass across Bono and into a gaping net with his first touch.
Luuk de Jong gave Sevilla a lifeline five minutes from time with a side-footed finish of a Oscar Rodriguez free kick after ghosting free at the back post.
The return leg in Dortmund will be played on March 9.