Queen Mantfombi, 65, became interim leader of the country's largest ethnic group last month after the death of her husband, King Goodwill Zwelithini.
The queen's prime minister said her death had taken the family by surprise and they were "utterly bereft".
A successor as ruler of the 11 million-strong nation has not yet been named.
"It is with the deepest shock and distress that the Royal Family announces the unexpected passing of Her Majesty Queen Shiyiwe Mantfombi Dlamini Zulu, Regent of the Zulu Nation," Prince Mangosuthu Buthelezi, the prime minister, said in a statement.
He said he wanted to assure people that there would be "no leadership vacuum in the Zulu Nation".
Queen Mantfombi was admitted to hospital a week ago after suffering an unspecified illness, South African media reported.
She had been appointed to the role on 24 March, after her 72-year-old husband, King Zwethilini, died in hospital from diabetes-related complications.