Gameiro came off the bench to secure a 2-2 draw in the second leg at the Petrovsky Stadium on Thursday, which ensured the holders progressed 4-3 on aggregate.
After scoring Sevilla's winner in a 2-1 first leg victory last week, Carlos Bacca found the net again with an early penalty in the second leg to put the La Liga side in command.
Zenit were gifted a way back into the tie when goalkeeper Beto, making his return from injury, inexplicably dropped a cross and Salomon Rondon turned the ball home just after half-time.
Three-time winners Sevilla then lost composure and Zenit capitalised, with Hulk putting them in front on the night in spectacular fashion with a sensational long-range lob to seemingly take the tie into extra time.
Gameiro had the final say five minutes from time, though, firing home with a clinical finish to keep Emery's men on course to retain Europe's secondary club competition.
When asked if he thought extra time was on the cards, Sevilla coach Emery said: "No, I hoped for this goal, I had faith. I had to have faith that we would find the second goal.
"We had to search for the moment. We managed to play the game with the difficulties that we had. We knew that it wasn't going to be easy.
"Sevilla is celebrating this victory and for this we dedicate it to everyone."
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