Bafetimbi Gomis put Lyon ahead with a lob in the 23rd minute and Bakary Kone flicked home a corner to double the lead in the 42nd.
''I'm very proud of my players,'' Lyon coach Remi Garde told French television. ''We took the three points and did not concede any goals.
''Zagreb could not play like it wanted because my team made a lot of defensive efforts. Our attack made the difference, so it was a good evening.''
Group leader Real Madrid beat Ajax 3-0 in the night's other match.
Lyon is in second place, trailing Madrid by two points. The two teams will meet on Oct. 18 while Dinamo Zagreb will host Ajax.
Lyon pressured Dinamo in the opening minutes. Clement Grenier produced a cross from the right flank for Jimmy Briand, whose close-range effort was blocked and Gomis pounced on the rebound only to send the ball over the bar.
The hosts again missed the target in the 17th after Dinamo goalkeeper Ivan Kelava weakly punched a corner kick but midfielder Maxime Gonalons fired over from 10 yards.
Lyon's opening goal came from a counter attack, Gomis winning the ball in midfield and chipping Kelava from the edge of the box.
Dinamo nearly leveled in the 31st but Montenegro striker Fatos Beqiraj was a split second late to slide home a low cross from Luis Ibanez.
Lyon took advantage of slack Dinamo marking at a corner to double its lead shortly before half time, Kone ghosting past Portuguese defender Tonel to tuck the ball into the net.
Grenier came close to adding a third goal on the stroke of halftime but Kelava parried the Lyon playmaker's shot with his legs.
Dinamo fought back in the second half. Domagoj Vida had a close-range attempt diverted for a corner by Kim Kallstrom in the 71st and from the ensuing set piece, Lyon goalkeeper Hugo Lloris saved Tonel's header.
Lloris kept a clean sheet by stopping a long-range drive from Argentine midfielder Adrian Calello in the 81st and turning around the post a side-footed strike from Jerko Leko three minutes later.
