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A close aide to Zardari told AFP that the president had gone to Dubai for a wedding "and may also have (a) routine medical check-up".
"He will return tomorrow (Friday)," the aide said on condition of anonymity because he was not authorised to speak to media.
Zardari, who has a long-standing heart condition, spent more than a week in a Dubai hospital for treatment last month in a trip which triggered a frenzy of speculation and coup rumours.
The aide said the latest trip was a "private visit" and not linked to the crisis which erupted Wednesday when the army reacted angrily to criticism from Prime Minister Yousuf Raza Gilani over a probe into the "Memogate" furore.