Zamalek beat fellow Egyptian club Al Ahly 4-3 on penalties after a 1-1 draw to win the annual CAF Super Cup match in Riyadh on Friday.
Wessam Abou Ali had given Ahly a 44th-minute lead from a fiercely disputed penalty in regular time and substitute Nasser Mansy levelled on 77 minutes with his first touch of the ball.
Zamalek then converted their four penalties in the shootout while Ahly failed twice as Mohamed Awad saved from Yahya Attia Allah and Abou Ali struck the post.
It was the fifth Super Cup victory in six attempts for Zamalek in the annual showdown between the winners of the CAF Champions League and the second-tier CAF Confederation Cup.
Ahly remain the most successful club in the Super Cup with eight wins, but have now lost four times as well.
A tense finish after Zamalek equalised was some compensation for the capacity 30 000 crowd at the Kingdom Arena stadium in the Saudi Arabian capital after a stop-start affair.
Zamalek were furious after Ahly were awarded a 34th-minute penalty when Hamza Mathlouthi stamped on the left leg of Akram Tawfik, who had spoilt a good run with a weak shot at Awad.
The Libyan referee checked the incident on the VAR monitor and when he indicated a penalty, furious Zamalek players surrounded him.
At one stage Zamalek players moved to the sideline, hinting they might walk off in protest, and it took 10 minutes before play resumed and Palestine international Abou Ali scored from the spot.
When the referee blew for halftime, security officials rushed on to the pitch and escorted him to the changerooms amid more Zamalek protests.
With Zamalek making little impact in attack, Portuguese coach Jose Gomes introduced Mansy, and he connected with an Omar Gaber cross to push the ball wide of goalkeeper Mohamed el Shenawy.