The 37-year-old billionaire rode a hydrofoil board out on the ocean while wearing a wetsuit and helmet.
"Kai Lenny, am I doing this right?" he captioned the video. Lenny is a world champion surfer.
Zuckerberg has previously been pictured riding an Efoil board in Hawaii. It retails for $12,000 and can go up to 25mph.
Last year, photos of the Facebook CEO surfing while wearing a face full of sunscreen went viral.
Zuckerberg addressed the paparazzi pics in April during a live-stream chat with Instagram boss Adam Mosseri.
The tech entrepreneur admitted he's "a pretty pale person" and he gets burned easily.
"I noticed there was this paparazzi guy following us and, so I was like, ‘Oh I don’t want him to recognize me, so you know what I’m gonna do? I’m just gonna put a ton of sunscreen on my face,’" Zuckerberg said. "And that backfired."
"I really should have thought that one through more," he added. "That is just way too much sunscreen. No one needs to be wearing that much sunscreen."
The Facebook founder tried to appear in good spirits about the whole incident.
"If someone wants to post a sunscreen meme, it’s cool. I’m happy to give the internet some laughs," he said. "I’m glad people can laugh about it. I laugh about it and I think it’s pretty funny."