Zazai became the sixth player, and only the third in Twenty20s, to hit six sixes in an over.
Garry Sobers, Ravi Shastri, Herschelle Gibbs, Yuvraj Singh and Ross Whiteley have also achieved the feat.
"It is a proud, unforgettable moment for me," Zazai said.
"It is a very enjoyable moment for me that my name is now linked to so many big names of the game, who are really legends of the game."
Zazai also equalled the record for the fastest half-century in the T20 format when he reached the mark in 12 balls, a record previously held by Yuvraj and West Indian Chris Gayle.
However, Zazai's 62 off 17 balls was not enough to claim victory for his side as the Legends won by 21 runs after posting 244-6 built on Gayle's 80 off 48 balls.
"It was a surreal moment for me to perform in front of my idol (Gayle)," said Zazai, who has played two one-day internationals and three T20 matches for Afghanistan.
"I was just trying to play my natural game and did not in any way think of outshining anyone."
(Reporting by Sudipto Ganguly; editing by Peter Rutherford)
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