Rob Page's side were second best for long periods with Breel Embolo making his team's domination count early in the second-half with a headed opener. But Wales rallied and Kieffer Moore ensured a share of the spoils with a well-taken header of his own.
Both sides now sit on one point in Group A with Italy leading the way after beating Turkey on Friday night. Wales goalscorer Moore was delighted to salvage a point for his side.
"It's great personally. I think it's a good start for us. We would have liked a win but to take a draw from the first game to put us in a good position is everything for us," he said. "It's never good going a goal down but for us to get a goal back and see the game out is a big positive for us. Obviously this is a big occasion and I've loved every second of it."
This is how it played out in Baku: