The 29-year-old actress and her significant other Karl Glusman - who have been together for two years after meeting through mutual friends - are to marry after he popped the question to her in her living room in February.
She said: "I'm engaged. I haven't told anyone yet - I mean, I haven't told the world. I wanted to keep it private."
Zoe revealed Karl was planning to propose to her during a romantic trip to Paris, but work intervened so he popped the question while they were at home instead.
Recalling the pair sharing an embrace before romantic moment, she said: "I was in sweatpants. I think I was a little drunk.
"I could feel his heart beating so fast - I was like, 'Baby, are you OK?' I was actually worried about him!"
Karl then started to get down on one knee and the 'Big Little Lies' actress assumed he was stretching to calm his heart down, but he went on to pull out a ring box.
She said: "He nailed it. And I love that it wasn't this elaborate plan in Paris. It was at home, in sweatpants."
The 'Mad Max: Fury Road' star admits she loves spending time with her fiancé, because she can be herself and feels "relaxed".
Speaking to Rolling Stone magazine, she said: "I can be my weirdest self around him. It's so relaxing to be around someone where you can be a 100 per cent how you feel."