Yury Morozov returned to the helm of the club in the beginning of the new millenium. Morozov led Zenit to a third-place finish in the Russian Premier League in 2001. The Czech coach Vlastimil Petržela, who replaced Morozov, gave the team the liberty it needed on the field, and Zenit came in second place in the Russian Premier League for the first time in 2003. The next year four Zenit players took part in Euro 2004 playing for the Russian national side: Vyacheslav Malafeyev, Vladislav Radimov, Alexander Kerzhakov, and Vladimir Bystrov. Another Zenit player, Pavel Mareš, played for the Czech national team in Euro 2004, and came in second place in the tournament.

Zenit still needed a coach capable of bringing the team to a new level. It was precisely Dick Advocaat, the Dutch specialist, who did so when he became Zenit’s coach in July, 2006. The next season was triumphant for Zenit. Winning its last match of the season against Saturn, Zenit became Russian Premier League champions for the first time. The golden season team included the players Vyacheslav Malafeyev, Kamil Čontofalský, Martin Škrtel, Kim Dong-Jin, Alexander Anyukov, Erik Hagen, Ivica Križanac, Nicolas Lombaerts, Yury Lebedev, Anatoliy Tymoshchuk (team captain), Konstantin Zyryanov, Igor Denisov, Radek Šírl, Vladislav Radimov, Alexander Gorshkov, Fernando Ricksen, Ilya Maximov, Andrey Arshavin, Pavel Pogrebnyak, Alejandro Dominguez, and Fatih Tekke. The Russian Footballer of the Year award was given to Zenit player Konstantin Zyryanov in 2007.

The spring of 2008 brought international success to Dick Advocaat’s team. Having won in the spring stage of the UEFA Cup over the Spanish side Villarreal, the French side Olympique Marseille, and the German clubs Bayer Leverkeusen and Bayern Munich, Zenit then went on to beat the Scottish side Glasgow Rangers in the final 2:0 (Denisov and Zyryanov scored), thereby winning the coveted European trophy. Five Zenit players played in the Russian national side at Euro 2008 (Malafeyev, Anyukov, Shirokov, Zyryanov and Arshavin), and won third place at the tournament. Furthermore, Arshavin and Zyryanov were both selected to the Team of the Tournament for Euro 2008.

On August 29, 2008, Zenit took on Manchester United, winner of the UEFA Champions League, in the UEFA Super Cup. Zenit won the match 2:1 (Zenit`s goals were scored by Pavel Pogrebnyak and Danny). Zenit thereby became the first Russian team ever to win the UEFA Super Cup.

Zenit debuted in the UEFA Champions League in the fall of 2008, while the 2009 season brought the Blue-White-Sky Blues two sets of awards: the main squad came in third place in the Russian Premier League, while Zenit`s youth team won the Russian Youth Championship for the first time ever.

Zenit hired Italian coach Luciano Spalletti to lead the team in January, 2010. Zenit did extremely well in the first half of the season, allowing just three goals in 10 matches, and the team also won its second-ever Russian Cup. Zenit beat Sibir Novosibirsk 1:0 in the final, which was held for the first time ever outside of Moscow, in Rostov-on-Don. The winning goal was scored on a penalty kick by Roman Shirokov.

Then, on November 14th, 2010, Zenit won the Russian Premier League for the second time with 2 matchdays to spare, destroying Rostov 5:0 at Petrovsky Stadium. Zenit`s goals were scored by Danko Lazović, Sergey Semak, Alexander Kerzhakov, and Alexander Bukharov.