Zille was responding to the Supreme Court of Appeal's ruling that warrants used to search the premises of Zuma and his attorney, Michael Hulley, were legal.
Zille said the party waited with interest to see the National Prosecuting Authority (NPA)'s next move.
Speaking in Bloemfontein on Thursday, NPA spokesman Tlali Tlali said the authority was "very pleased" with the court's ruling.
"It brings certainty and finality at least up to this point on the contested issues."
Tlali said the NPA would now study the documents but he could not say if it was ready to prosecute Zuma further.
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