The Guardian reports that the show - which stars movie actor Rufus Sewell - may be transmitted on a different network.
Left Bank Pictures, the production team which also makes Wallander, are currently "in discussion" with other broadcasters.
A spokesman said: "Left Bank Pictures are currently in discussion with other UK broadcasters about Zen.
"We were delighted that this fresh and stylish detective drama resonated with British viewers, television critics and fans of the novels alike and remain hugely proud of the three films."
However, while Zen averaged a respectable 4.7m across its January run, the programme shed viewers week-on-week.