Zenden was loaned out to Middlesbrough for the 2003–04 season. Here he found playing success, as he scored the winning goal in the 2004 League Cup final against Bolton Wanderers to secure Middlesbrough their first major trophy in club history. When his contract with Chelsea expired in the summer 2004, he moved to Middlesbrough on a free transfer, signing a one-year contract for the 2004–05 season. He was deployed in a central midfield position, where he played 36 of 38 league games, scoring five goals in the process, and was voted the Middlesbrough fans' 2005 Player of the Year. However, it would be his last for Middlesbrough, as he left in the summer of 2005 when his contract ran out.