Playing their first game under caretaker coach Osama Nabih after Frenchman Patrice Carteron was sacked on Monday, Zamalek were stunned as Future went 2-0 up inside the first 13 minutes.
Goals from striker Ahmed Atef and ex-Zamalek winger Ahmed Refaat saw Future FC make a dream start as the Cairo giants' recurring defensive frailties were once again exposed.
Zamalek's Egyptian international Ahmed Zizo then continued his impressive run of successful spot-kicks to convert two penalties either side of the break and bring the team level.
Future FC were unlucky not to restore their lead after spurning some easy chances on breakaways and they were punished right at the death.
A fortuitous goal from defender Mohamed Abdel-Ghani after a corner had caused mayhem just before the final whistle gave Zamalek a precious win, although it was barely deserved.
Zamalek, who lost 2-0 to Smouha in their previous league game, ended a four-match winless run in all competitions. They moved up to third with 22 points, one behind second-placed Pyramids and three adrift of leaders Ahly, although the latter duo have a game in hand apiece.
Top-Flight debutants Future FC remain sixth in the table on 15 points from 11 matches.
Zamalek are still struggling to close down spaces in their own half in the absence of injured defensive midfielder Tarek Hamed and Future took full advantage of a third-minute lapse to go ahead.
Atef escaped the attention of Abdel-Ghani to run onto a through pass from left-back Joseph Ngwem and break clear, beating advancing keeper Mohamed Abou-Gabal at his near post with a composed finish.
Refaat doubled Future FC's lead when he found himself unchallenged on the edge of the area after a pass from Arabi Badr to place a delightful low shot into the corner of the net past the despairing dive of Abou-Gabal.
Zizo, who is known for his spot-kick prowess, narrowed the gap with a 17th-minute penalty after Tunisian forward Seifeddine Jaziri fell under a slight challenge in the area, finding the net with a cheeky "Panenka".
Future FC still remained the better side, with right-back Omar Kamal heading against the bar and Mostafa El-Badri curling a shot just wide from the edge of the area.
Zamalek scored against the run of play from another penalty four minutes into the second half, with Zizo sending the keeper the wrong way following a handball.
It was then an end-to-end affair, although Future FC had the lion's share of clear-cut chances.
Just when it seemed the match was heading for a draw, Future FC's defence failed to clear a Zizo corner and the ball bounced off Achraf Bencharki and then Abdel-Ghani's chest to sail into the net.
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