As reported by Censor.NET citing Reuters, the protests erupted after Zaev's party and ethnic Albanian allies voted to elect an Albanian as parliament speaker.
Live television footage showed Zaev with blood trickling from the left side of his forehead, not long after he announced that the majority coalition led by his party had elected Talat Xhaferi as parliament speaker.
A Reuters witness saw nationalist protesters angered over Xhaferi's election beating up another lawmaker in parliament, and broken glass was strewn about the floor.
Zaev had told reporters earlier: "With 67 votes we have elected a new parliament speaker. I want to congratulate Talat Xhaferi and good luck to all of us."
Xhaferi became the first ethnic Albanian parliament speaker in Macedonia since the small Balkan country won independence from then-Yugoslavia in 1991.
Macedonia went to the brink of civil war during an insurgency by minority Albanians in 2001 before international mediation defused the situation, but ethnic tensions linger.
The coalition pact between the Social Democrats and two parties representing ethnic Albanians has triggered daily street protests in Skopje. Ethnic Albanians comprise a third of the population in Macedonia.
The impoverished country plunged into political turmoil two years ago over a wiretapping scandal that brought down a government led by the VMRO-DPMNE.
Elections were held in December 2016 but no government has been formed yet, though Zaev forged a majority coalition in parliament together with ethnic Albanians.