The match also witnessed three red cards in stoppage time, with Milan being reduced to nine men as tensions flared
Rabiul Hasan scored the winner in the 72nd minute of the match at the Laos National Stadium in Vientiane on Thursday.
The striker drilled the ball after receiving a long-range pass.
Jamie Day’s team will now face Laos, who are ranked by FIFA four places above Bangladesh, in the second leg at the Bangabandhu National Stadium in Dhaka on June 11.