Aberdeen defended heroically at times but leaked goals at pivotal times in the game. Diego Forlan fired home a penalty on the stroke of half-time and an unfortunate own goal from goalkeeper Jamie Langfield after an hour sealed their fate.
Aberdeen were under the cosh in the opening minutes. Luis Garcia stabbed a shot wide when it looked easier to score inside the first minute.
Mariano Pernia then struck the inside of the post with a superb effort from distance which beat Langfield.
Atletico could have had a penalty shortly afterwards when Karim Touzani looked to have caught Sergio Aguero as the Argentinian homed in on goal.
But Aberdeen settled after that and were better organised at the back although they created little up front.
Forlan had a chance for the home side after 17 minutes when he was given too much time at the edge of the box but he curled his shot a foot wide.
Aberdeen's only first-half effort on goal came ten minutes later when Jamie Smith touched a short free-kick to Scott Severin and his low shot was held at the second attempt by Christian Abbiati.
Aberdeen lost both Jackie McNamara and Smith to hamstring injuries before half-time and there was another blow in the final minute of the half.
Michael Hart felled Aguero with a careless challenge in the penalty area and left Croatian referee Ivan Bebek with no option but to award a spot-kick.
Forlan stepped up to calmly send Langfield the wrong way with the penalty and give Atletico a half-time lead.
Zander Diamond had to go off with a wrist injury early in the second half but, fortunately for the Scots, he was able to resume after the injury was bandaged up.
It was 2-0 after 61 minutes. Substitute Simao's free-kick struck the base of the post and went into the net off the back of Langfield.
It left Aberdeen with too much to do and Atletico quickly looked to kill off the tie with their opponents on the ropes.
Lee Miller had a chance to pull a goal back when he missed his kick in front of goal during Aberdeen's best spell.
Chris Clark was then just inches too high with a 20-yard shot as Atletico looked to have eased off.
But it turned out to be a comfortable enough win for the Spanish side and Miguel Mista squandered a late chance to make the scoreline more handsome.