Substitute Cho Gue-sung punished Nottingham Forest for their wasteful finishing with a late header to give Midtjylland the advantage in their Europa League last-16 tie.

Forest dominated large periods of the first leg in difficult conditions, as heavy rain and strong winds battered the players at the City Ground.

Murillo cleared a headed effort from Junior Brumado off the line in the opening stages before Forest took a firm grip on the match.

Elliot Anderson was the driving force from midfield, threading passes and joining up with attacks as Midtjylland struggled to get out of their own half.

Forest created numerous chances in a dominant opening 45 minutes, with Anderson, Igor Jesus, Ola Aina and Omari Hutchinson all testing goalkeeper Elias Olafsson.

Vitor Pereira switched from three in defence to a back four at half-time and Forest penned Midtjylland even deeper into their own half.

The chances continued to flow with Aina unlucky not to find the top corner when his own team-mate Morgan Gibbs-White blocked his close-range effort.

Substitute Valdemar Byskov was unlucky to see a left-footed strike crash off the crossbar in a rare attack by the visitors.

After the rain eased and Forest had spurned further chances through Nicolas Dominguez and Jesus, the Danish club seized their moment.

Cho was afforded too much space to meet a cross with his head and grab the visitors a valuable goal before next week's second leg.

Pereira became Forest's fourth manager of the season in February when he was parachuted in to rescue them from a relegation battle, with progress in Europe regarded as a bonus.

The Portuguese hit the ground running with a win over Fenerbahce in his first game but has been unable to build further momentum - failing to win any of the following five matches across all competitions.

He had eight days to prepare his players for the last-16 first leg following a 2-2 draw against Manchester City in their previous game and their performance, if not the result, suggested that additional training time has been beneficial.

Forest played with confidence that defied the fact they have won just one of their last eight games in all competitions - but ultimately they left the field with a familiar feeling of frustration.

Anderson was the standout performer and looked every part the player he did when helping Forest to qualify for Europe last season.

Gibbs-White was full of energy and Omari Hutchinson - brought in as one of three changes from the draw at City - also caught the eye.

Midtjylland, who beat Forest 3-2 in the league phase of the competition and finished third in the overall standings, were happy to play on the counter-attack and had several warnings from the referee for time-wasting.

The Danish side rode their luck but took their opportunity when it arrived with impressive ruthlessness while Forest - who had 22 attempts at goal - had nothing to show from a dominant performance.