There have been various coronavirus cases in animals, including two white white tiger cubs thought to have died of COVID-19 in neighbouring Pakistan and lions also testing positive in Spain and two other cities of India.
"A 9-year old lioness Neela succumbed to the disease on the evening of 3rd June," the Arignar Anna zoological park said of the latest incident.
The outbreak was first observed on Thursday, with most of the lions asymptomatic, it said.
They were quarantined and given antibiotics.
"Samples of tigers and other large mammals are being sent for testing," the zoo's statement added.