But Igor Denisov played a one-two with Andrei Arshavin before firing home and Konstatin Zyryanov side-footed in to secure Zenit's first European trophy.
But, after substitute Nacho Novo blasted over for a Rangers side throwing everything into attack, Zyryanov fired home in stoppage time after a Fatih Tekke cutback.
Russia also had chances in a high-tempo first half with Igor Semshov firing wide after a solo run after 17 minutes and Konstantin Zyryanov was denied by the woodwork after the Spanish defense failed to clear six minutes later.