Sainsbury sustained a slight knee injury and was replaced by goalscorer Denis Mahmudov in the 72nd minute as his side came from behind to beat the home team.
Utrecht hit the front in the 24th minute when Stoke City loanee Juan Agudelo opened his account for the club before Sainsbury's fellow Aussie Adam Sarota was sent off in the 58th minute for a reckless challenge on Guyon Fernandez.
That allowed Mahmudov and Fred Benson to supply the goals for Zwolle in a match which also featured Socceroos winger Tommy Oar who out in a full 90 minutes for the losing side.
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