Centre Dafydd Hewitt gave Blues a dream start with a try after two minutes, but Zebre hit back as Italian ace Mauro Bergamasco was driven over from close range.
Fly half Luciano Orquera then gave the visitors a slender 10-7 lead at the interval as Blues were forced to try and battle back.
Returning Lion Leigh Halfpenny produced some delightful kicks to keep the game in the balance.
But it was Zebre who left Blues stunned as second half tries from David Odiete and Brendon Leonard saw them take the win and leave the hosts with no more than a consolation losing bonus point.
Blues flew out of the traps with Taufa’ao Filise and Macauley Cook smashing up the middle before the backs exploded into life in devastating fashion with a move straight from the training ground.
Owen Williams found Rhys Patchell and his delicious running line split Zebre wide open before he applied the finishing touches with a disguised pop pass back inside to the supporting Hewitt who tore over after less than two minutes.
Patchell and Williams again combined in midfield to break through as the outside centre this time attacked the line at real pace.
Zebre looked to respond as the linked some neat phase play together, but a forward pass saw possession quickly back in home hands.
Lewis Jones took a superb high hanging kick before Williams again looked to exploit a gap down the left wing. But turnover ball saw Dion Berryman break down the opposite flank and step one man before being hauled down by the retreating home defence.
A high kick fell kindly for Trevisan and Zebre countered at real pace as they flicked the ball down the line before a grubber kick ahead was hacked into touch by Blues.
The momentum, though, was firmly with Zebre so close to the line and the resulting driving lineout saw them crash over with inspirational Italian back row figure Bergamasco forced down.
Zebre looked threatening with ball in hand and again linked some neat handling together before a penalty, awarded against Marc Breeze at the breakdown, saw Luciano Orquera nudge them ahead.
The home side were immediately back on the front foot as Patchell rolled out of tackles and then Lewis Jones looked to break away as he sniped around the base. But as the forwards looked to pick and go the Italians slowed up play when a try had looked inevitable.
Skipper Andries Pretorius looked to spark his side into life with a sublime pass out of a tackle to the marauding Owen Williams who looked the biggest threat on the field every time he touched the ball.
Offside against Zebre, as a midfield move broke down, gave Leigh Halfpenny the chance to draw the two teams level, but his kick drifted left of the posts. However, two minutes later the full back made no mistake to huge cheers.
Orquera edged Zebre back ahead with four minutes until the break and it was the Italians who threatened again before the break as Alex Cuthbert was forced to bundle Berryman out.
The impressive Orquera then saw a late drop goal attempt drop narrowly short of the crossbar as Zebre took a slender half-time lead.
Fired-up Blues started the second half with real intent with Scott Andrews and Cuthbert breaking tackles before Hewitt secured a penalty just over halfway that Halfpenny confidently drilled over.
The good work, though, was nearly undone with a minute as Lewis Jones was caught offside and Orquera was narrowly wide with his long range penalty attempt.
But the fly half continued his impressive game with a successful drop goal, after an initial good running line from Samuela Vunisa.
The home fans thought Owen Williams was away down the left after Blues put real width on then play, but the centre was adjudged to have put a foot in touch.
Referee Leo Colgan reversed a penalty decision to allow Halfpenny to again bring the two teams level with his expertly taken kick from the right wing splitting the posts.
Blues made five changes and Lloyd Williams looked to make something happen with a quick tap penalty. The home side built up a huge head of steam but as they closed in on the line the penalty went to Zebre to the dismay of the disgruntled home crowd.
Spilled ball saw Lloyd Williams and Cuthbert hack ahead, but the second off the winger’s knee saw it run dead when he was desperate to keep the play alive.
A penalty at the scrum saw greeted with ironic cheers from the home crowd and Halfpenny put Cardiff Blues ahead for the first time since the 14th minute.
The lead lasted less than two minutes as a chip ahead was collected by Leonard and Zebre produced a series of superb passes to allow David Odiete to slide over the line for a 23-19 lead.
Shellshocked Blues hit back with Halfpenny reducing the lead to a point via Halfpenny.
Tempers flared in midfield as both teams looked to land a crucial blow in such a tight encounter. But more slick handling out of the tackle secured the win for Zebre as they broke from deep and Leonard scored the winning try.
Zebre lost George Biagi to the sin bin as he illegally disrupted the breakdown and Halfpenny quickly slotted the penalty.
One last attack saw Blues smash into contact with Patchell agonisingly close to breaking away before Filo Paulo came up on his shoulder and won the penalty just short of the line.
Late drama saw Zebre play with 15 men when they had a man yellow carded and a penalty was awarded to give Blues one last attack.
But after battering the line with the forwards and coming up close twice the ball was spun wide and the home side were penalised for holding on to hand Zebre the most dramatic of wins.
02m Hewitt t Halfpenny c 7-0
14m Bergamasco t Orquera c 7-7
21m Orquera p 7-10
32m Halfpenny p 10-10
36m Orquera p 10-13
42m Halfpenny p 13-13
47m Orquera dg 13-16
50m Halfpenny p 16-16
62m Halfpenny p 19-16
64m Odiete t Orquera c 19-23
68m Halfpenny p 22-23
73m Leonard t Orquera c 22-30
76m Halfpenny p 25-30
Cardiff Blues: 15 Leigh Halfpenny, 14 Alex Cuthbert, 13 Owen Williams, 12 Dafydd Hewitt (Allen 63), 11 Chris Czekaj, 10 Rhys Patchell, 9 Lewis Jones (Lloyd Williams 50);1 Taufa'ao Filise (Hobbs 50), 2 Marc Breeze (Rees 50), 3 Scott Andrews, 4 Lou Reed (Down 50), 5 Filo Paulo, 6 Macauley Cook (Copeland 50), 7 Josh Navidi, 8 Andries Pretorius
Replacements: 16 Matthew Rees, 17 Sam Hobbs, 18 Benoit Bourrust, 19 James Down, 20 Robin Copeland, 21 Lloyd Williams, 22 Gareth Davies, 23 Cory Allen