WHO officials say they are cooperating with local authorities who are investigating the death of Lisa Veron-Brunner last week.
No details were released on a motive in the attack.
The French press agency quoted one WHO spokesman (Festo Kavishe) as saying Ms. Veron-Brunner's body was found with stab wounds.
He says the health agency has boosted security for other employees in Zimbabwe.
Some information for this report provided by AFP and AP.