Shahriyar Moghanlou was on target in the eighth minute and found the back of the net from the penalty spot in the 23rd minute.
Sephan had not won Hazfi Cup since 2013.
Esteghlal and Persepolis are the most decorated teams in Hazfi Cup, winning the title seven times each.
Hazfi is an Iranian knockout football competition held annually by the Football Federation Islamic Republic of Iran.