The Egyptian side went through with an emphatic 6-0 aggregate win, having won the first leg 2-0 in an away game played in Liberia last week.
The draw for the third preliminary round, which qualifies for the group stage for Africa's secondary club competition, will be held in Cairo on Tuesday.
Sfaxi gave Future FC an 11th-minute lead before adding the second on the hour mark.
Defender Saad Samir made it 3-0 in the 68th minute and playmaker Nasser Maher completed the rout with ten minutes remaining.
On Saturday, Pyramids FC -- Egypt's other representative in the Confederation Cup -- also advanced with a 9-0 aggregate victory over Sudan's Hilal Al-Sahil.
(For more sports news and updates, follow Ahram Online Sports on Twitter at @AO_Sports and on Facebook at AhramOnlineSports.)