The 23-year-old midfielder has been out of action since September when he suffered a groin injury against Burnley.
The Nigeria international was handed a starting role in the encounter and took his position in front of the back-four along with Hamza Choudhury.
The midfielder gave a good account of himself on his return but his effort was not enough to save the King Power Stadium outfit from defeat.
The game started with both sides aiming to nick an early goal but that was not to be seen with the solid defensive formations they put in place.
The first-half, thus, ended with both sides failing to find the back of the net but recorded three yellow cards.
Ndidi’s compatriot Kelechi Iheanacho picked up one of the cautions along with his teammate Ricardo Pereira and Zorya‘s Andrejs Ciganiks.
The second half, however, saw more goal-mouth action and the Ukrainian Premier League club got the opener in the 84th minute.
Allahyar Sayyadmanesh scored the goal, which made the difference in the encounter, hitting his effort beyond the reach of Danny Ward after he was set up by Denis Favorov.
Ndidi featured for 56 minutes before he was replaced by Nampalys Mendy while Iheanacho lasted for the duration of the game.
Despite the loss, Leicester City still lead Group G with 10 points from five games and will hope to seal their place in the knockout stages of the competition when they face AEK Athens on December 10.
Ndidi will be expected to get more game time under his belt when Leicester take on Sheffield United in their next Premier League game on Sunday as he gradually returns to full action.
The midfielder has now made three appearances in the 2020-21 season for the Foxes across all competitions.