Elsewhere in Group G, Sporting Braga secured victory to confirm their qualification into the round of 32 meaning that the Foxes need to match their result in matchday six to secure the top spot.
Brendan Rodgers' side struggled to get any foothold in the match and were punished by a Zorya goal late in the game against the run of play.
Three players return to the first team
Having already confirmed qualification to the next round last week, after a 3-3 draw away at Sporting Braga, it was perhaps no surprise that the side picked to start in Ukraine by Rogers featured nine changes from the side that suffered a 2-1 defeat to Fulham last time out.
The changes included welcome returns to the first team for Wilfred Ndidi, Ricardo Pereira and Caglar Soyuncu as they continue comebacks from their respective long term injuries.
Ndidi hit the ground running breaking up several Zorya attacks protecting City's back four, earning himself 55 minutes before he was substituted for Nampalys Mendy. Pereira played well in the first half too without being directly involved with any Leicester attacks in which the City faithful are well used to.
Elsewhere City fans will be worried after seeing defender Soyuncu hobble off in the 17th minute after making a good clearance and immediately pulling up and signaling to the Leicester bench.
Lack of creativity hurts Leicester
Throughout all of the first half and most of the second, the East Midlands side were unable to break down and cause the Ukrainian hosts any real danger. Leicester were unable to register a shot on target until the 78th minute when keeper Nikola Vasilj managed a fantastic double save initially from a close range effort from Kelechi Iheanacho and the follow up from substitute James Maddison.
Before that however, Turkish winger Cengiz Under was the main source of any Leicester attacks, with nearly all play into the home side’s half coming via the Turk's side of the pitch.
The winger showed off his technical flair on 30 minutes when he superbly turned three Zorya defenders before running in on goal to only slice the ball just wide from the inside of his right boot. Under, who is currently on loan from Italian side A.S. Roma has yet to score for the Foxes.
Thomas does well again
Leicestershire youngster Luke Thomas impressed once again for the Foxes after coming on at the start of the second half for Pereira. The 19-year-old produced several good crosses into the opposition box and was unfortunate not to find any blue shirts at the receiving end.
Leicester were in the ascendency in the latter stages of the match, committing more players into the box than they had previously done. Thomas was involved in one such attack in the 83rd minute where he managed to cut inside the box and find Maddison who slipped the ball through to James Justin who managed to hit the side netting only.
Should he continue those levels of performances, then he is surely going to be in contention for the Leicester first team for the rest of the campaign.