Computational methods to predict Z-DNA regions are in high demand to understand the functional role of Z-DNA. The previous state-of-the-art method Z-Hunt is based on statistical mechanical and energy considerations about B- to Z-DNA transition using sequence information. Z-DNA CHiP-seq experiment results showed little overlap with Z-Hunt predictions implying that sequence information only is not sufficient to explain emergence of Z-DNA at different genomic locations. Adding epigenetic and other functional genomic mark-ups to DNA sequence level can help revealing the functional Z-DNA sites. Here we take advantage of the deep learning approach that can analyze and extract information from large volumes of molecular biology data. We developed a machine learning approach DeepZ that aggregates information from genome-wide maps of epigenetic markers, transcription factor and RNA polymerase binding sites, and chromosome accessibility maps. With the developed model we not only verify the experimental Z-DNA predictions, but also generate the whole-genome annotation, introducing new possible Z-DNA regions, which have not yet been found in experiments and can be of interest to the researchers from various fields.