In the match, watched by 16,388 spectators in Kaliningrad, Daler Kuzyayev opened the scoring for Zenit in the 27th minute.
Azmoun made it 2-0 in the 57th and Alexander Yerokhin scored the third goal in the 83th.
The Iranian iconic forward has repeatedly been linked with a move to English Premiere League and Serie A over the past years.
FC Zenit has been awarded the Russian Super Cup six times (in 2008, 2011, 2015, 2016, 2020 and 2021). FC Lokomotiv has won the trophy three times (in 2003, 2005, and 2019).