Italia defender Giuseppe Fazio’s side were given a shock when they lost 4-1 to Napolòs at Stadio San Paolo on Tuesday night.
Zebre started brightly in the first half, but it was the second half that put the hosts on top.
The hosts held Napoli to a goal down through substitute Paulo Fagundes’ deflected effort before the break.
It was a frustrating result for Fazios side as they went out of the competition.
It means they will have to wait until the second leg of the play-offs on December 14.
It could also see them lose out on their spot in the Europa League.
It would be an embarrassment for Napoli, as they are in the last 16 of the group stage with the winners of the second round, but Zebres fans will hope for a return to glory.