Marina Malafeyeva was killed in the early hours of Thursday morning when her Bentley skidded off a snowy road in St Petersburg and hit a tree, the Russian champions said.
The 36-year-old died on the spot.
The couple have two young children.
Zenit said Belarus international Yury Zhevnov will be in goal for the second leg at St Petersburg's Petrovsky stadium, with the home side trying to overturn a 3-0 deficit after losing the first leg in Enschede last week.
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