Everton and Alisson scored in the first half to level the quarter-final tie 2-2 on aggregate as Gremio progressed on away goals.
Palmeiras edged Gremio away from home to take control of their Copa Libertadores quarter-final.
Franco Armani was the hero as River Plate edged Cruzeiro in the last 16 of the Copa Libertadores.
Palmeiras salvaged a 2-2 draw at Godoy Cruz in an entertaining first leg of their Copa Libertadores last-16 tie.
The Ajax captain will play for the Serie A champions next term but where does Juventus new boy Matthijs de Ligt rank among pricey teenagers?
The draw for the Copa Libertadores round of 16 took place in Paraguay on Monday.
Wednesday's results left all three teams on 10 points but Flamengo (+6) and LDU Quito (+4) pipped Penarol (+2) on goal difference.
Palmeiras reached the knockout phase thanks to a 4-0 rout of Melgar, while San Lorenzo also progressed despite their 1-0 loss to Junior.
Boca Juniors scored four goals against Jorge Wilstermann on Wednesday, after Cruzeiro's Fred celebrated a first-half hat-trick.
Marco Ruben led Athletico Paranaense to an impressive win over Boca Juniors in the Copa Libertadores.