Mohammad Nabi's team began the four-match series in Bulawayo having won just one match against a Test-playing nation in their history - a 32-run ODI victory over Bangladesh in March this year.
However, they doubled that tally with a fantastic two-wicket success at the Queens Sports Club on Tuesday.
Zimbabwe looked firmly on course to move into an unassailable 3-0 lead after posting 261-8 off their 50 overs.
Yet Afghanistan, competing in their first bilateral series against a Test-playing country, had other ideas.
Led by openers Javed Ahmadi (56) and Usman Ghani (43), as well as Samiullah Shenwari (41) and Nabi (42), Afghanistan fought back to snatch the win.
Number 10 batsman Dawlat Zadran plundered 24 not out off just seven deliveries - smashing four sixes in his innings - to see the underdogs home with two deliveries to spare.
More heroics are likely to be needed on Thursday if Afghanistan are to achieve a landmark moment in their cricketing history.
Zimbabwe were comfortable in racing into a 2-0 lead in the series, winning the opener by six wickets and the second match by eight wickets.
Opening batsman Sikandar Raza was particularly impressive for the hosts in those two victories - racking up scores of 42 not out and 141 respectively.
And home captain Brendan Taylor will look to Raza and his opening partner Hamilton Masakadza, who has scored 177 runs across the last two ODIs, to re-affirm Zimbabwe's superiority on Thursday.