Lokomotiv Moscow consigned Guus Hiddink to his first defeat as Anzhi manager Sunday, with Denis Glushakov's second-half strike sealing the points for the hosts.
Glushakov latched onto a through pass by Felipe Caicedo that was intelligently dummied by Roman Pavlyuvchenko for the midfielder to slot past Vladimir Gabulov in the Anzhi goal.
The win lifts Lokomotiv to third in the Russian Premier League on 60 points, one behind CSKA in second. The army side can pull away with victory at Spartak Moscow on Monday.
"It could easily have been a draw but thankfully we got the win," said Lokomotiv coach Jose Couceiro. "To win today we knew we had to focus, to concentrate, and I'm really glad it came off."
It was a first loss since Hiddink arrived at Anzhi, who remain seventh on 56 points. They beat Dynamo 1-0 away and drew at home to Spartak in their first two games since the end of the winter break.
Anzhi enjoyed a reasonable amount of possession but it was Lokomotiv who created the clearest chances, with Ecuadorian striker Caicedo at the heart of the attack.
Odil Ahmedov outmuscled Manuel da Kosta to burst through on 14 minutes, but Lokomotiv goalkeeper Marinato Guilherme narrowed the angle to save.
Guilherme padded Anzhi debutant Oleg Shatov's low drive around his post on 28 minutes after the youngster zipped past Roman Shishkin to make room for the shot.
The Brazilian goalkeeper then tipped over an Mbark Boussoufa free kick from wide out left.
Lokomotiv defender Dmitry Tarasov blazed over the bar after Yanbaev stormed down the left flank, turned inside and set him up.
Caicedo then slipped Magomed Ozdoev through, but the Russian midfielder's low shot across Vladimir Gabulov's goal was a whisker wide.
The 23-year-old Caicedo contrived to miss a double chance from point-blank range five minutes before half time as Gabulov saved his first attempt and he skied the rebound.
Samuel Eto'o banked in from the right to thump a 25-yard shot that Guilherme palmed away before the break.
In the second half, a Yuri Zhirkov free kick grazed Guilherme's right post on 52 minutes with the goalkeeper stranded.
Caicedo nearly put the hosts ahead on the hour, his turn-and-volley looping over Gabulov but glancing off the top of the crossbar.
Glushakov could only hit weakly at Gabulov after racing clean through on 67 minutes.
Pavlyuchenko's brightest moment in a quiet afternoon came on 71 minutes when he failed to connect with a low cross from the left.
Lokomotiv survived modest late pressure from the visitors to earn their third shutout win in a row.
Earlier Sunday, bottom team FC Tom Tomsk earned a 0-0 draw at Amkar Perm and Dan Petrescu's Kuban beat Rubin Kazan 1-0 thanks to a Marcos Pizzelli strike for their first home win since September.
Zenit St. Petersburg thrashed Dynamo Moscow 5-1 away on Friday in the first match of the round to extend their lead at the top to nine points over CSKA Moscow.
CSKA have the have the chance to restore the gap to six when they travel to Spartak Moscow on Monday.
