Jasur Hasanov put the visitors in front as he broke the deadlock after a 42-minute goalless period at the Lokomotiv Stadium.
Shakhzod Shaymanov failed to block the shot, while he scored an own goal into his net 8 minutes into the second period.
A 58-minute strike from Kirill Pogrebnyak halved the deficit for the Railwaymen, but FC Sogdiana managed to keep their advantage in the full time.
Superleague Matchday 5
Stadium: "Lokomotiv" stadium
Referee: Aziz Asimov