Zamalek thumped Etoile 3-0 in Egypt in the second leg of their semi-final on Saturday night but it was not enough to overturn a 5-1 defeat in the first leg.
Mahmoud Abdel-Moneim 'Kahraba' scored two on the night, one from the penalty spot, and Moustafa Fathi added another in the 69th minute.
Etoile midfielder Marouane Tej was then sent off in the 74th minute for his second yellow card but Zamalek were unable to make their one-man advantage count and score the goal that would have won the tie on the away-goals rule.
It is the third time the Tunisian side have made the final of this competition having also contested it in 2006 and 2008.
They will face either Orlando Pirates of South Africa or Al Ahly of Egypt in the 2015 Final. Those two teams face off at 20h30 on Sunday night, with the Buccaneers carrying a 1-0 lead to Egypt.