The only goal of the game came from Guinean midfielder Lama Kone, who curled in a terrific first-half strike against the run of play.
Dakhlia, who stunned Ahli 1-0 in the first half of the season, had goalkeeper Ahmed Fawzi to thank for a string of classy saves.
Fawzi, a former Ahli goalie, made a crucial save that was transformed by his teammates into a successful counter attack move finished off by Kone.
The league strugglers shockingly claimed two wins in 12 games so far this season, both against African champions Ahli.
Alaa Abdul-Aal's side became the first team to complete the league double against Ahli in 10 years.
VIDEOS
Kone curls home superbly after Fawzi denies Al-Sayed Hamdi header at the other end.
Fawzi makes a number of brilliant saves to deny Ahli strikers Hamdi and Amr Gamal twice.