The meeting, which took place in St. Petersburg, ended with a score of 2: 1 in favor of the guests.
Zenit scored first.
At the 16th minute, Sebastian Driussi scored with a pass from Alexei Sutormin.
Borussia's victory was brought by goals from Lukas Pischek and Axel Witsel, who scored in the 68th and 78th minutes, respectively.
Zenit took the last, fourth place in the group, gaining one point.
Borussia with 13 points is on the first line.
Earlier Marko Nikolic told whether one should expect tactical surprises from Lokomotiv in the match against Bayern.