The 21-year-old 'Midnight Memories' singer looked in his element as he swung back and forth on a glass object.
Zayn was mirroring Miley's 'Wrecking Ball' music video, in which she swings around on a bulldozing ball while naked and causes destruction with a sledgehammer.
But deciding to stay fully-clothed, Zayn - who is engaged to Little Mix star Perrie Edwards - was captured laughing hysterically as he held onto the metal chain.
Quoting Miley's 'Wrecking Ball' lyrics in the caption, he said: "I came in like a wrecking ball! Such a dork!"
1D are currently on a break ahead of their worldwide stadium tour which kicks off at Croke Park in Dublin in May.
Zayn reunited with his bandmates at the Brit Awards in London last week, and One Direction proved their global dominance after picking up two awards on the night.
The boys couldn't thank their fans enough after winning the award for 'Global Success' and bagging the 'British Artist Video of the Year' award, which was voted for by fans on Twitter during the show.
Watch One Direction's video for 'Midnight Memories' below: