The Tunisia international put the visitors ahead inside the first two minutes with an audacious back heel effort.
The lead was then doubled eight minutes later courtesy Benjamin Bourigeaud. Joris Gagnon added a third in the 70th minute before Morgan Sanson scored a consolation goal for the hosts with three minutes left to play.
Khazri was replaced by Fait Maouassa on the hour mark while Cameroon international Clinton N'Jie watched the entire duration of the game from the home side's bench.
The Tunisia international joined the Roazhon Park outfit on a season long loan from Sunderland this summer and has taken less time to settle in.
Christian Gourcuff’s men currently sit 14th in the French topflight standings and will host Jean-Michael Seri’s Nice on September 17.