In the manga and in the anime Zero Kiryu was not killed. However in the last chapter of the manga (chapter 93), we find out that Zero Kiryu died. The cause of his death is unknown but we can assume that it was of old age since he was not a full vampire. As for the anime, Zero is seen in the last episode watching Yuki as she goes with Kaname to the Kuran manor. After that point we don't know what happens to Zero.
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Zero Kiryu was killed by Kaname Kuran in the series Vampire Knight. Kaname sacrificed himself to put an end to a cycle of violence and protect those he cared about.