Big-name signing Dario Conca was on the scoresheet for 2007 champions Fluminense, who suffered a 3-1 loss at Horizonte in their first-round first leg at the Estadio Olimpico Horacio Domingos de Sousa.
Conca had cancelled out Dico's 13th-miute opener, but second-half goals from Marciel and Jaja saw Horizonte to the shock win.
Another Brazil Serie A team in Criciuma were also losers on the road as Arthur's first-half brace saw Londrina win 2-0.
Three-time champions Corinthians avoided the mistakes of their fellow top-flight sides by claiming a 2-0 victory at Bahia de Feira.
Luciano scored a brace, netting in the 32nd and 90th minutes at the Estadio Alberto Oliveira.
Meanwhile, Vitoria and Bahia were held to draws on the road.
Vitoria needed an 80th-minute equaliser from Alan Pinheiro to draw 1-1 at J. Malucelli and Bahia came from behind to draw 1-1 at Villa Nova.
Sao Bernardo FC and Parana played out a 1-1 draw.
