Krajinovic, who turned 31, raced 5-2 ahead. The second-seeded Rublev then reeled off 11 of the next 13 games.
Lehecka won their first matchup in January in Sydney, and beat Rublev in Doha last week before blowing five match points against Andy Murray.
Zverev is still waiting to win consecutive matches this year in his comeback from an ankle injury.
“These kind of matches are extremely important for me right now,” Zverev said. “I found a way to win.”
Murray, the 2017 Dubai winner, pulled out of the event and cited a sore hip after toiling to reach the Doha final on Saturday. He lost to Daniil Medvedev, who is seeded third in Dubai.