Ex-Tottenham Hotspur striker Roman Pavlyuchenko scored an own goal as his Lokomotiv Moscow side threw away the lead to lose 3-1 to underdogs FC Krasnodar in the Russian Premier League on Saturday.
The defeat was Lokomotiv's first under the former Croatia coach Slaven Bilic after starting the season with two wins.
Former Manchester City striker Caicedo opened the score with a placed shot on 19 minutes after good build-up play from Pavlyuchenko and Spanish midfielder Alberto Zapater.
Kransodar's Nicola Drincic hit the past late in the first half, but the hosts pulled level one minute after the break, when Pavlyuchenko kicked the ball into his own net from a corner.
Lokomotiv's troubles continued on 56 minutes when Krasnodar had a penalty for a foul on Yura Movsisyan by Taras Burlak and Brazilian midfielder Joaozinho's strike from the spot put Krasnodar ahead.
Movsisyan made it 3-1 on 80 minutes, beating Pavlyuchenko's former Spurs teammate Vedran Corluka in the penalty area before lashing the ball into the net.
Earlier, Sergei Semak scored two goals and won a penalty as Zenit St. Petersburg demolished CSKA Moscow 3-1 and newly-promoted Alania Vladikavkaz pulled off an unlikely 5-0 thrashing of nine-man Terek Grozny.
On Sunday, Krylya Sovetov host FC Kuban, Amkar Perm visit Anzhi, and Dynamo and Spartak clash in the season's first Moscow derby.
Mordovia Saransk won Friday's only game, thrashing FC Rostov 3-0.
