Zahavi came in for fierce criticism from the supporters at the Sammy Ofer Stadium and threw the captain's armband to the ground in protest at being singled out after a lacklustre team performance.
He was suspended for international duty by the Israel FA following his actions and immediately announced his retirement from representing his country.
"For 40 years we haven’t made it to the World Cup, 40 years without advancing, when I heard the booing, my heart exploded,” said Zahavi.
Brighton striker Tomer Hemed joined the action after half-time but like Zahavi, he was unable to breach a well-drilled Macedonia defence.
Israel travel to Italy for their next qualifier tomorrow night.
GROUP G STANDINGS
1. Spain Pl. 7, W. 6, Pts. 19
2. Italy Pl. 7, W. 5, Pts. 16
3. Albania Pl. 7, W. 4, Pts. 12
4. Israel Pl. 7, W. 3, Pts. 9
5. FYR Macedonia Pl. 7, W. 2, Pts. 6
6. Liechtenstein Pl. 7, W. 0, Pts. 0
