According to BBC, a suspected suicide bomber targeted civil servants at a government building in the city.
Militant Islamist group Boko Haram, which often targets northern Nigeria, has stepped up attacks since President Muhammudu Buhari took office in May.
However the group has not yet commented on the latest attack.
The attack came a day after police chief Solomon Arase announced new measures to curb the rise in bombings, which included banning street trading and hawking in the capital, Abuja and strengthening security at all mosques and churches countrywide.
Witnesses in Zaria said people including primary school teachers had been queuing up seeking employment under Mr Buhari's administration when the bomb detonated in Zaria's Sabon Gari district. BBC reports.
On Monday, a young girl believed to be just 13 was killed when explosives strapped to her body detonated near a mosque in Kano city, the biggest in northern Nigeria.
Some analysts link the upsurge in bombings to Mr Buhari's decision to remove military checkpoints countrywide on the grounds that internal security was the responsibility of police.