In autumn 1806, he was welcomed into the family home of Ørsted, where he was given a position as an Assistant, helping Ørsted prepare his university lectures. His stay with Ørsted lasted several years and was certainly of the greatest importance for his development. Ørsted himself recounted how he influenced Zeise through conversations and encouraged him when he expressed the desire to take the university entrance examination (Examen artium).  Ørsted spoke fondly of Zeise's independent spirit. Zeise became a university student in 1809.
Zeise had at first intended to study medicine, but while attending lectures it became clear that his interests had a broader scientific base; and chemistry remained his favourite subject. He still experimented in Ørsteds Laboratory, but since at that time there was no prospect for a teaching position at the university, he took the pharmacist exam in 1815, later a masters degree (magisterkonferens) and on 21 October 1817 he defended his doctoral dissertation on The effect of Alkalies upon organic substances. The experimental part of this work he performed in a small laboratory, which in 1816 he had converted from the pharmacy in Slagelse.
As the university had no separate lecturing chair in chemistry and no scientific laboratory, Zeise decided to work and study abroad. In 1818 he managed to get travelling money. Zeise arrived in Göttingen, where he spent four months working in Friedrich Stromeyers laboratory, one of the few experimental laboratories in Germany at that time. He was trained particularly in analytical chemistry, in which he would become a great master. Zeise next spent nearly a year in Paris. His diary entries reflect how diligent he was, and depict vividly the impression he got of the famous French scientists he came in contact with. In August 1818, while in Paris, Zeise became personally acquainted with the distinguished Swedish chemist Jöns Jacob Berzelius. Berzelius received the young Danish chemist with great benevolence, expressing his admiration for Zeises Doctoral thesis. They continued a respectful friendship thereafter, despite Zeise being ten years younger than Berzelius.