Anderson Talisca’s goal for Al Nassr in the 67th minute was not enough to turn around the deficit from two first-half goals for Al Ittihad from Romarinho and Abderrazak Hamdallah.
Muhannad Al-Shanqeeti added the third three minutes into stoppage time.
Al Nassr next travel to Al Fateh in the Saudi Professional League on 3 February.