The Russians trailed 14-13 in the tie-breaker but Artem Volvich served two straight aces and then Anton Astashenkov scored with a block for the win.
Volvich was the top scorer for Lokomotiv with 17 points, followed by Nikolay Leonenko (14), Astashenkov (13) and Pavel Moroz (12).
Mohamed Ben Abdallah scored a match-high 26 points for Sportif Sfaxien, while Ismail Moalla and Noureddine Hfadieh each registered 16 points.
Lokomotiv held a 13-6 advantage in the blocking department and committed 35 unforced errors to 31 by the Tunisian club.
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