The Egyptian club have endured plenty of difficulties in recent weeks following the sacking of former coach Mido, which increased tensions among hardcore supporters group Ultras White Knights.
The bright spot on the horizon was the potential to carry on in the competition despite appearing mathematically out of contention.
With CAF yet to hear Zamalek's appeal over the alleged dual identity of Vita Club striker Taddy Etekiama, there was hope Hossam Hassan could guide his new charges to an unlikely semi-finals place.
However, they fell behind to Mohamed Bashir's strike just after the half-hour mark at the Khartoum Stadium as Zamalek looked to be on course for a fourth defeat of the group.
With Hassan's men looking set to finish bottom, Mostafa Fathi equalised 60 minutes in to give the visitors hope.
But Bakri Al Madina scored the winner seven minutes from time to end Zamalek's hopes of progression, although third-place Hilal also bow out of the competition.