Amin Hazbavi gave Sepahan a lead just three minutes into the match but goals from Ibrahima Bamba, Adil Boulbina and Krzysztof Piatek by the 33rd minute saw Djamel Belmadi’s outfit secure victory.
Milad Zakipour scored a late consolation for Sepahan in the injury time.
The result means Al Duhail will be one of the 12 clubs participating in the league phase of the AFC Champions League Elite from West Asia, with the draw due to take place in Kuala Lumpur on Friday.