Two quick goals in three minutes by Justin Shonga (80th and 83rd) ensured victory for the home side who won 4-2 on aggregate.
Coming into the match off the back of a 2-2 draw from the first leg last weekend in East London, South Africa were always in trouble after conceding the away goals.
It was the hosts who started brightly asking all the questions but the South African defence, marshalled by captain Mario Booysen was solid.
Roscoe Pietersen and Kgotso Moleko were in their element and did not let anything go through - but the latter almost let in Shonga early in the first half after he was dispossessed, but the Zambian shot narrowly wide in the 28th minute.
The home side launched attack after attack, but Thabo Senong’s men stood firm and managed to hold them for the first 79 minutes. Trouble for SA started in the 80th minute when they let in Shonga, who was a menace the entire match, to give Zambia some breathing space with a goal.
Trying to chase the match, Bafana Bafana opened up at the back and allowed Shonga to grab his second of the day, and end the match as a contest.
No matter how hard they tried to get back into the game, South Africa, who had chances of their own but did not convert them, and could not break down the Chipolopolo defence.
Bafana’s next assignment is the tough back-to-back 2018 Fifa World Cup qualifiers against Cape Verde on Friday, September 1 in Praia and four days later in Durban.