Chisamba Lungu, a 25-year-old attacking midfielder who plays in the Russian Premier League, scored the winner on 25 minutes in Kampala.
What seemed an ambitious long-range shot deflected off defender Isaac Isinde and beat goalkeeper Robert Odongkara.
Recalled striker Geoffrey Massa wasted the best chance to equalise for Uganda during the second half.
Victory was a morale boost for former African champions Zambia after a 1-0 friendly loss in Zimbabwe last Saturday.
Coaches Milutin Sredojevic of Uganda and Wedson Nyirenda of Zambia made numerous second-half substitutions as they experimented with players and tactics.
Those who came off the bench included Zambia's Rainford Kalaba, whose brace helped Democratic Republic of Congo club TP Mazembe win the CAF Confederation Cup two days ago.
On Saturday, Uganda host Congo Brazzaville and Zambia are away to Cameroon in World Cup qualifiers.