Following agonising defeats to Leinster and Benetton Ruby it was a case of déjà vu at Stadio Lanfranchi.
Wales’ Capital Region raced into a 21-0 lead through tries from Olly Robinson, Kristian Dacey and Gareth Anscombe but the Italian outfit battled back.
They attacked from all areas scoring tries through Carlo Canna, Johan Meyer and Francois Brummer to set up a sickenly tense finale.
And the Italian outfit compounded the Blues’ Italian woes as Oliviero Fabiani crossed at the death to snatch the spoils.
The defeat leave Cardiff Blues with five points from their opening three encounters with Munster up next.
Cardiff Blues made a scintillating start at Stadio Lanfranchi, scoring three converted tries within 10 minutes.
The first came right from the off as Mattia Bellini dropped Tomos Williams’ box kick and the Blues went on the attack from the ensuing scrum.
Anscombe, making his first start of the season, attacked the line and some neat footwork saw him breakthrough. He released Rey Lee-Lo and the Samoan international stepped inside Edoardo Padovani before offloading out of contact to Robinson.
Anscombe converted the effort and he was back at the kicking tee within two minutes as his side’s rampant start continued.
Josh Turnbull latched onto loose ball and swiftly released Tomos Williams, who chipped over the onrushing defence and collected at full stretch before flicking the ball back to Lane, basketball style.
Lane scooped the ball from his shoelaces but was unable to score. However at the next phase Dacey powered over from close range with Anscombe converting once again.
To their credit, the hosts were not disheartened but they were dealt a further blow as Wales’ Capital Region made it 21-unanswered points in 10 minutes.
After kicking a penalty to the corner, they looked set to trundle towards the try-line but the ball was released from the maul early and Anscombe hit the ball at pace, dummying past the defence for a simple try, which he then convered.
John Mulvihill’s men, at this point, appeared on course for a comfortable victory but Zebre, who are renowned for their attacking style of play worked their way back into the game.
They attacked from everywhere with Carlo Canna pulling the strings and neat offloads and inside balls maintained momentum.
Their exuberance soon paid off as two offloads out of contact saw Canna receive the ball on the loop to race over from close range.
He added the extras to make it 21-7 and the hosts continued to dominate much of the first-half. Both teams had opportunities to add further scores but mistakes crept in and they went begging as the scores remained unchanged at the interval.
Cardiff Blues were unable to replicate their electric start in the second half as errors continued to prove costly.
A stalemate ensued with Zebre causing plenty of problems but unable to finish their opportunities but that was broken with an Anscombe penalty mid-way through the half.
The Italians continued to battle back and they gave themselves plenty of hope when Johan Meyer powered over from close range, with Canna bisecting the posts.
And they set up a tense finale when Francois Brummer finished a fine backs move. Canna was once again on target to cut the Blues lead to just three points with five minutes remaining.
With a sense of blood Zebre hammered at the Blues and surged up field with Fabiani crossing in the final minute to send the home crowd into raptures.