Chiefs came into the fixture with mixed fortunes, having won their midweek clash against AmaZulu prior to losing the first-leg 3-1 in Ndola.
After missing the midweek clash, George Maluleka and Khama Billiat were re-called to the starting line-up by Ernst Middendorp.
Needing two unanswered goals, the Amakhosi were handed big set back as the visitors drew first blood through Anthony Akumu following possession turnover from Hendrick Ekstein.
The Amakhosi struggled to control the pace of the game, but combination play from Billiat and Ekstein forced Jacob Banda to rush off his line to thwart the potential danger.
Into the final 15 minutes of the half, a delicate cross from Daniel Cardoso found Leonardo Castro, who rose well to get a header away, but he failed to hit the target with Chiefs' only chance of the half.
Chiefs made a double switch at the start of the second half, as Arohasina Andrianarimanana and Kabelo Mahlasela entered the picture for Castro and Hendrik Ekstein.
The Soweto giants came close again to levelling matters but Cardoso’s toe-poke attempt was deflected away by some brave defending from the Zesco defence.
As Chiefs fashioned a turnaround, the Zambian champions capitalised on poor defending by Willard Katsande which allowed Jesse Were to finish off the loose ball from close range on 69 minutes.
At this stage, Chiefs now needed three clear goals to have any chance on advancing but their indecisiveness upfront continued to derail their quest.
Billiat grabbed the consolation strike for the hosts after finishing off neatly inside the box, but it was too little too late as the Glamour Boys were humbled.
Chiefs: Vries, Cardoso, Ntiya-Ntiya, Hadebe, Katsande, Maluleka, Ekstein, Billiat, Parker, Castro.
Subs: Bvuma, Ngezana, Walusimbi, Mahlasela, Adrianarimanana, Ntshangase, Moon.