Combine sugar and cornstarch in a small saucepan; whisk in orange juice. Bring to a boil over medium heat, whisking constantly; boil 1 minute.
Remove from heat, and whisk in lemon zest and juice. Cool 10 minutes, stirring occasionally.
Transfer to an airtight container; place heavy-duty plastic wrap directly on warm sauce (to prevent a film from forming); chill 2 hours before serving. Store in refrigerator, with plastic wrap on surface of sauce, up to 1 week.
