The Portuguese champions struggled to get into gear in the first half as their Russian opponents sat back, although the Eagles nearly went ahead when Alex Grimaldo thumped a long-range shot against the post.
The hosts also had a penalty appeal turned down when Haris Seferovic appeared to be hauled down in the box.
However, the Switzerland forward put Benfica ahead in the 50th minute by putting a neat finishing touch to a flowing move started by Grimaldo and continued by Andrija Zivkovic.
Benfica may have thought they had done the hard part but their troubles were only just beginning.
CSKA hit back within 13 minutes when Andre Almeida handled and Vitinho converted the penalty.
The visitors sensed a chance to take all three points and eight minutes later, Viktor Vasin's shot from the edge of the box was well blocked by Bruno Varela but Zhamaletdinov followed up to score from close range.
(Writing by Brian Homewood; Editing by Clare Fallon)
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