A brace from Emad Meteb and an opportunist strike from Emad Al-Nahhas gave Ahli their fourth victory in the Cairo derbies this season.
The Red Devils, who retained their league title in May after beating Zamalek 2-0, were the last team to win the double when they did in 1996.
Zamalek played with 10 players for the entire second period after Mahmoud Mahmoud received his marching orders in the 45th minute.
Ahli gave Zamalek a footballing lesson as the Egyptian and African champions took full charge of the game and left their opponents chasing shadows through out the encounter.
They could have increased their tally especially in the second-half but Ahli players opted to show-off and tried to score stylish goals instead of straight and clinical finishes.
Zamalek looked in good shape in the beginning of the game, launching some attacks but never threatened Egypt and Ahli goalkeeper Essam Al-Hadari.
Meteb put Ahli ahead in the 20th minute when he scuffed a loose ball behind marker Mahmoud after a defensive mix-up before curling a low left-footer past Mohamed Abdul-Monsef.
Abdul-Monsef, known of his shaky performances in the derbies, committed a dreadful error in the 38th that put Ahli two up.
Mohamed Abdul-Wahab curled an easy cross from the right flank but Abdul-Monsef failed to hold on to the weak ball just for Al-Nahhas to poke into an empty net.
Zamalek players protested the goal as Mohamed Shawky nudged Abdul-Monsef after the ball became loose, but Norwegian referee Terje Hauge waved the play on.
Ahli almost stretched the lead from the spot just before the interval when Hossam Ashour darted into the area from the left only for Abdul-Monsef to bring him down.
Just with Ahli's Mohamed Abou-Treika was getting ready to take the penalty-kick, Mahmoud punched Meteb without the ball and he received a straight red card.
But Abdul-Monsef dived to the right and palmed Abou-Treika's shot away to deny Ahli another goal.
In the second-half, Ahli players put on a superb display and were able to hit more goals but they scored only once in the 69th minute through Meteb, who registered his sixth goal ever in Zamalek's net.
Abdul-Wahab unleashed a low dink that cannoned from the right post and left keeper Abdul-Monsef stranded only for the unchallenged Meteb to burry the ball home with one delicate touch.