The former Red Army club had failed to win in their last two league games, losing 1-0 at home to Tom Tomsk and drawing 0-0 with Amkar in the Urals. With the side also having crashed out of the UEFA Cup to Ukrainian side Shakhtar Donetsk, new Brazilian coach Zico's position was looking increasingly shaky as criticism mounted of his tactics.
Dzagoyev, the teenage wunderkind from Beslan who lit up the Russian championship last season, had also struggled to find the kind of form that reportedly made him a target for Chelsea.
However, on Sunday, he was the Dzagoyev of old, first directing a perfectly weighted free-kick into the top corner of the Lokomotiv net in the 35th minute to give CSKA the lead and then heading home a Milos Krasic cross in the second half to make it 3-0. The teenager forward's goals came either side of a Yury Zhirkov strike.
Lokomotiv pulled one back through Marko Basa in the 79th minute, but new CSKA signing, Nigerian forward Ouwo Moussa Maazou, hit home his first goal for the club to restore his side's three-goal lead with three minutes on the clock.
"It was important that we scored in the first half," Zhirkov told Sport Express. "CSKA always create a lot of chances, we just don't always have luck on our side, unfortunately."
CSKA's Brazilian striker Vagner Love, last season's top scorer in the Russian league with 20 goals, missed the match with a leg muscle injury that is likely to keep him out for the next three weeks.
Zenit St. Petersburg slipped off the top of the table after being held 0-0 at home by Amkar, despite having plenty of chances to put the result of the game beyond doubt.
"What can I say?" club captain Anatoliy Tymoshchuk told Sovetski Sport. "We dictated the match, and completely outplayed our opponents. We should have taken our chances in the first half."
Spartak Moscow failed to build on last week's 2-0 win over Spartak Nalchik, losing 3-1 to FC Moscow.
Spartak general director Valery Karpin joined in the supporters very vocal criticism of the team, telling Sport Express that he was disappointed with the "players' attitudes."
Krilya Sovetov regained top spot with a convincing 3-0 win over Moscow Region side Khimki, Czech giant Jan Koller opening the scoring with his second of the season in the 22nd minute.
The Volga Region side are now level on points at the top of the table with Dynamo Moscow, who beat Rostov 1-0 through an Alexander Kerzhakov penalty in the 77th minute despite having a man sent off in the first-half. The three points rounded off a good week for Dynamo - on Friday Russia's state controlled VTB Bank, the second biggest bank in the country, acquired a 74% stake in the club.
"The signing of a deal like this gives the players certainty about the future," Dynamo midfielder Dmitry Kholkhov told the Gazeta newspaper. "This, naturally, has a positive effect on the mood of the team."
Last year's surprise champions Rubin ended Terek's status as the only side not to concede a goal this season, goals from Sergei Semak and Alejandro Dominguez, his first since rejoining the Kazan side from Zenit, giving the club a deserved 2-1 win in Grozny.
The weekend was a good one for Russia's two representatives in the English Premier League, with Roman Pavlyuchenko scoring the only goal in Tottenham's 1-0 win over London rivals West Ham, and Andrei Arshavin scoring one and setting up another as Arsenal overwhelmed Wigan Athletic 4-1.
Results - April 10-12
CSKA Moscow 4-1 Lokomotiv Moscow
Zenit St. Petersburg 0-0 Amkar
Kuban 0-0 Tom Tomsk
Terek Grozny 1-2 Rubin
Spartak Nalchik 1-1 Saturn
Dynamo Moscow 1-0 Rostov
Krilya Sovetov 3-0 Khimki
Moskva FC 3-1 Spartak Moscow
Table (Four games played)
Krilya Sovetov - 9
Dynamo Moscow - 9
Zenit St. Petersburg - 8
Rubin - 8
CSKA Moscow - 7
Terek - 7
FC Moskva - 5
Rostov - 5
Lokomotiv Moscow - 5
Spartak Moscow - 4
Saturn - 4
Tom Tomsk - 4
Kuban - 4
Amkar - 3
Spartak Nalchik - 3
Khimki - 3