The third-ranked Federer needed only 39 minutes to defeat the 156th-ranked Zverev. Federer earned his first "double bagel" against Gaston Gaudio at the 2005 Masters Cup in Shanghai.
"It's not something which is easy to do. You never go into a match aiming for that score," Federer said. "I was very surprised that it happened today, especially on grass.
"I think it is disappointing for a serve and volley player to go down like this. It shows also how easy it is to hit passing shots or returns today."
Zverev, a German wild card, stuck to his game plan and paid for it.
"I hope he doesn't take it too badly," Federer said. "I just had a pretty easy time picking up his serve, and I must have made a ton of returns."
While noting he'd rather win 6-1, 6-2, Federer said it never crossed his mind to give Zverev a game. He said the only time he lost 6-0, 6-0 was his first match, at age 8.