Atalanta lost its Champions League opener last year 4-0, but this season in the 26th minute broke the deadlock.
Cristian Romero acrobatically knocked down Rafael Tolói’s cross and Zapata fired it into the far corner. Zapata also scored the first Champions League goal last season for Atalanta.
When Frank Onyeka headed a corner wide but shortly after the Danish side found itself further behind, Midtjylland almost leveled in the 34th minute.
Zapata held up the ball and laid it off to Gómez who thumped a fantastic shot into the back of the net from outside the area.
Three minutes from halftime Zapata was also involved as his effort was parried by Midtjylland goalkeeper Jesper Hansen but Luis Muriel turned in the rebound.
Aleksei Miranchuk came on for Zapata 10 minutes from time for his Atalanta debut and curled in his side’s fifth nine minutes later.