Kenya internationals Anthony Akumu and Jesse Jackson Were both scored as the Zambian champions reached a record fourth consecutive CAF competition group stage berth.
ZESCO United are through to the CAF Confederation Cup group stage after beating South African side Kaizer Chiefs 2-1 on the night and 5-2 on aggregate.
Zega Mambo were coming into the fixture with a 3-1 aggregate lead from the first leg played in Ndola last week and it took them only 10 minutes to take the lead as Kenyan international Akumu struck from range.
The Zambians put the tie to be bed in the 70th minute as Jesse Jackson Were scored from a Lazarus Kambole rebound after some shambolic defending from Amakhosi.
Khama Billiat scored a late consolation goal in additional time but it was not enough for the hosts who will now switch attention to the Premier League.
The group stage draw is set for Monday,21 January in Cairo,Egypt.