Zverev was the top seed in Cincinnati, the last major tournament before the final Grand Slam of the year - the US Open.
But in the fourth round, he was stopped by Tommy Paul, ranked 24th in the world. Zverev committed nine double faults in the rain-affected match.
Paul will now face world number one Flavio Cobolli in the quarterfinals.
The US Open begins on August 30.
