Nigeria’s goals came in the first half from two of the English Premier League’s rising stars.
Arsenal forward Alex Iwobi put the Super Eagles ahead in the 32nd minute.
Manchester City striker Kelechi Iheanacho added a second ten minutes later to put Gernot Rohr’s side 2-0 up.
In a fast-paced match with chances at both ends in Ndola, Nigeria captain John Mikel Obi almost gave his side a 3-0 lead in the second half, only to see his long-range volley tipped over the bar by Zambia goalkeeper Kennedy Mweene.
Zambia pushed for a reply and were rewarded in the 71st minute when Collins Mbesuma grabbed one back.
Despite much pressure from the home team, Nigeria held on to record an away win to go top of Group B – one of the toughest in World Cup qualifying.
The other two teams in Group B, Algeria and Cameroon,face each other in Blida later on Sunday night.
All four teams are previous African champions.