Substitute Lima scored six minutes from the end to give Benfica a 2-1 win over Juventus in the Europa League first-leg semifinals on Thursday.
Benfica will take a slender advantage over the Serie A leader to next week's return leg in Turin.
Lima received a pass inside the area and fired into the top corner, restoring Benfica's lead after Carlos Tevez's 72nd-minute equalizer.
Central defender Ezequiel Garay put Benfica ahead in the second minute with a header from a corner which Gianluigi Buffon, diving low to his left, reached with both hands but couldn't keep out.
Juventus is pursuing its first continental trophy in 17 years. The once dominant Turin club is making its first appearance in the final four of a European competition since finishing runner-up in the 2003 Champions League. This year's final will be at its home stadium.
"Our victory doesn't decide anything, it's still wide open, but at least we go to Turin with a lead," Benfica coach Jorge Jesus said.
Portuguese champion Benfica, which lost in the Europa League final to Chelsea last year and is unbeaten in its last 12 European home games, produced a spell of early pressure, and Miralem Sulejmani was poised to extend the Lisbon club's lead in the 11th but skewed his shot from the left. Then Lazar Markovic let the ball roll too far when he was set up for a shot on the other flank.
It was one-way traffic as Benfica attacked wide on the wings to stretch its visitor's three-man backline, while Juventus was tame going forward.
The home defence had the measure of Tevez and Mirko Vucinic, who didn't seriously threaten until Tevez broke through on the half hour but was closed down before he could shoot.
Juventus came out more assertive for the second half, and Paul Pogba's 54th-minute header had Artur leaping to his right for an acrobatic save to prevent an equalizer.
"Juventus is hard to stop. In the first half we managed to keep them at bay but in the second half they caused us difficulties as some of our players started to get tired," Jesus said.
Brazilian striker Lima came on in the 62nd to revive Benfica's fading challenge and soon made a difference.
Marchisio and Giorgio Chiellini both squandered chances to level the score in the final minutes.
Valencia looks to overcome deficit yet again
Stephane Mbia and Carlos Bacca scored within four minutes of each other as Sevilla beat Valencia 2-0 in the first leg of an all-Spanish Europa League semifinal on Thursday.
With his back to goal, Mbia backheeled Ivan Rakitic's bouncing free kick over goalkeeper Victor Guaita for the opener after 33 minutes. Mbia appeared to score after receiving in an offside position.
Guaita could do little moments later as Bacca raced free into the area to fire a low shot past the outstretched Valencia goalie to put the Andalucian club in command and on the verge of its first final since winning the second of consecutive UEFA Cups in 2007.
Sevilla keeper Beto denied late Valencia substitute Jonas from point-blank in the 87th to preserve the advantage, then Eduardo Vargas headed off the crossbar as Valencia nearly scored a valuable away goal.
"We played a good game against a great rival," Bacca said. "Despite the result, it won't be easy in the return."
Valencia must rebound in one week at its Mestalla Stadium with a place in the May 14 final at Juventus Stadium in Turin at stake.
Valencia was fortunate to only be two goals down after the first leg after it failed to produce any concrete opportunities while relying on Guaita for important stops. Valencia doesn't have to look far back for inspiration after overturning a 3-0 first-leg deficit against Basel to reach the last four.
"I'm happy with the team and the effort they made," said Valencia coach Juan Antonio Pizzi, whose club is looking to return to its first final since winning in 2004. "I don't think the result reflects the effort we made tonight."
The visitors started brightly with Joao Perreira testing Beto with a swerving shot from outside the area, but the hosts took control after that through Rakitic.
The Croatia midfielder's free kick was headed on to the far post where Mbia, who appeared to be offside, got turned around trying to reach it as it bounced through his legs before recovering for the athletic score.
Valencia looked demoralized right after Victor Perez combined with Bacca to play the Colombian through to create a two-goal cushion.
"One of the most important things is that we didn't concede," Bacca said. "We could have had a third, but them too."
Bacca was dangerous throughout, forcing Guaita to save his header and a solo effort set up by Rakitic in the 56th, either side of Guaita's save on Federico Fazio's header. Sevilla midfielder Vicente Iborra headed over goal in stoppage time after Valencia's final flurry of chances.
"We're strong at home and we can come back from this," said Valencia forward Pablo Alcacer, who will miss the return after being booked for trying to avoid contact with Beto, who stuck his leg out at the Valencia midfielder in the closing moments. "We're going to try and get the yellow rescinded. It's clear I didn't do anything."