The German beat Arthur Fils 6-2 6-3 on Thursday to become only the fifth player to make semi-final appearances at all nine Masters tournaments, which are below only the four Grand Slams in stature.
"It's very special to be one of five players in history to ever do it. It's something that I'm very proud of. It's a great thing to have in your career," Zverev told reporters.
Zverev, who is seeking an eighth Masters title, next faces world number two Jannik Sinner in the last four as he seeks a first victory over the Italian since 2023.
Sinner has won their last five meetings to extend his overall head-to-head record to 6-4.
"I think we had quite tight matches. Even the last few were tight except the one in Paris, where I was hurt," Zverev said of his defeat by Sinner in last year's Paris Masters.
"It's always a challenge. He's been one of the two best players in the world the last two years. Him and Carlos Alcaraz won all the Grand Slams and the big events.
"Of course it's a challenge, but it's a challenge I'm looking forward to."