The loss, coupled with Zanaco's 1-0 win over Coton Sport of Cameroon, leaves very little room for error for the Egyptian giants in their final two games.
Ahly are bidding to qualify for the knockout phase for the first time since winning the title for an eighth time in 2013.
They failed to reach even the group stage the following two years and a last season were third in their group.
Ahly coach and former player Hossam El Badry has acknowledged supporters are growing impatient.
He said: "It is not a secret that our supporters are demanding that we win the  Champions League this year.
"We want to add a ninth star to our shirts and to play again in the FIFA Club World Cup, where we have not performed to our full potential in past appearances.
"Our ambition is to win every competition we play in."
The win over Coton Sport in Garou on Wednesday means that Zanaco are all but guaranteed a place in the last eight.
Elsewhere, Taddy Etekiama, once banned for using two names and a fake passport, scored twice on Tuesday to throw Vita Club of DR Congo a Champions League lifeline.
His goals gave the Kinshasa outfit a 2-1 home victory over previously unbeaten Saint George of Ethiopia in a Group C clash they had to take maximum points from.
Esperance of Tunisia are another team one win away from the knockout stage, and that could come at home Wednesday in Group C against title-holders Mamelodi  Sundowns of South Africa.
The two-time African champions are tipped to win after a 2-1 victory in Pretoria this month thanks to a brace from Tunisian international Taha Yassine  Khenissi.
The other Group C tie, between Saint George of Ethiopia and AS Vita Club of DR Congo, produced a 2-1 win for the Congolese side - their first victory of the campaign.
Zamalek of Egypt, runners-up to Sundowns last year, visit 2015 beaten finalists USM Alger of Algeria for a Group B top-of-the-table showdown.
Al Hilal of Sudan surprisingly held Group A pacesetters Etoile du Sahel in Tunisia last time out and will hope home advantage in Omdurman can help them claim all three points this time.
Al Ahly's bid to reach the knockout stage of the African Champions League took a knock on Tuesday after a 2-0 defeat to Wydad Casablanca  of Morocco.