The king, 72, was the leader of South Africa’s largest ethnic group and an influential traditional ruler.
He had been admitted to hospital in KwaZulu-Natal last week to monitor his ongoing diabetes condition.
The king’s prime minister thanked South Africa for its “continued prayers and support in this most difficult time”.
Goodwill Zwelithini kaBhekuzulu was the reigning King of the Zulu nation under the Traditional Leadership clause of South Africa’s republican 1996 Constitution. He became King on the death of his father, King Cyprian Bhekuzulu, in 1968.