During last year's World Cup, female fans were allowed to watch a broadcast at the same stadium of Iran's game against Spain.
Under pressure from FIFA, Iran let a carefully controlled number of women into the stadium, allocating them 4,000 tickets in a venue that seats about 80,000 people, and arranged for 150 female security personnel in black chadors to watch them.
Some donned sporty hats over their headscarves, while others painted their faces with the colours of the flag. Since the 1979 Islamic revolution, women have only rarely had access to stadiums in Iran.
On Tuesday, Iranian Twitter users started using the hashtag #WakeUpFIFA, urging world football's governing body to allow more women to attend the qualifier against Cambodia.
Khodayari set herself on fire outside a court in Iran's capital city after she was summoned to face charges for attempting to enter the Azadi Stadium disguised as a man.
"We have an incredible feeling as the first Iranian women entering the stadium", said one fan, interviewed by local television.
For the very first time in decades, thousands of Iranian women have attended a live men's sporting event. The Donya-e-Eqtesad financial newspaper called it "a step to weaken a taboo and also free Iran's football of the looming shadow of FIFA's punishment".
"This is a very positive step forward, and one which Federation Internationale de Football Association, and especially Iranian girls and women, have been eagerly waiting for".
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It was still a meagre provision, accounting for less than 5% of seats in the 78,000-capacity Azadi ("Freedom") stadium.
There was also a problem that the toilet facilities were very scant, given the Azadi Stadium, built in 1971, had not expected to have to accommodate women.
The tickets are for a special women-only section of the stadium, a decision that has been criticised by some campaigners who would prefer women to be able to attend with their male family members.
"Part of me is happy, but they have basically created a wall", said Maryam Shojaei, the sister of Iran's national team captain, Masoud Shojaei, and one of the leaders of the open stadiums campaign. "We're not going to turn our eyes away from this", she said.
The sport's governing body has sent officials to Tehran to monitor access for women at the match and said it will continue to press for their inclusion.
On Thursday she said her brother Masoud supported lifting the ban and she believed most other players did too.
Women have been fighting for this right for the last four decades.
Still, even the limited concessions to female fans resulted in counter protests by Iranian hard-liners. Amnesty International called the decision "a cynical publicity stunt by the authorities meant to whitewash their image".
The 24-year-old is now attracting headlines aplenty thanks to a string of notable displays for club side Zenit St. Petersburg - not least in the UEFA Champions League where he has scored two goals in as many games. The organization's leader, who goes by the pseudonym Sara, told Reuters that numerous women who bought tickets to Thursday's match aren't actually soccer fans.