USMA carried a slender 1-0 advantage into the second leg, but were pegged back early at the Cairo International Stadium when Oday Dabbagh converted a fifth-minute penalty to level the tie.
Despite the hostile atmosphere and early setback, the Algerian outfit remained calm under pressure. They limited the hosts to just three shots on target over 90 minutes, while continuing to pose a threat going forward.
With the tie still deadlocked after regulation time, the final was decided by penalties. USMA showed remarkable nerve from the spot, converting all eight of their attempts.
Zamalek faltered when Mohamed Shehata missed his kick, handing the visitors an 8-7 shootout victory and a second Confederation Cup title in three years.
N'Diaye revealed that his side had prepared for the possibility of conceding early and praised their discipline in sticking to the game plan.
"Our crowning as CAF Confederation Cup champions is well deserved," said the USMA mentor.
"The scenario of the match was something we expected. I asked the players not to panic if we conceded early. We continued to play our football, created chances and remained offensive.
"We controlled most parts of the game. We stopped the strengths of Zamalek and played with all our power. Zamalek had only 34 per cent possession and only three shots on target, while we had six. The numbers show the performance of my players."
