The world number one started strong, powering into a 3-1 lead, but failed to win consecutive legs after that, eventually falling to an unlikely 6-5 loss.
Both players enjoyed high-scoring averages, with Littler hitting 103.2 and Zonneveld just behind him at 101.58.
The result comes as a shock following Littler's impressive opening match on Saturday, where he defeated Boris Krcmar 6-2.
Zonneveld proved too much for the world champion on Sunday morning, though, with the world number 39 hitting a 147 checkout to win the match.