Frederick Heinrich of Saxe-Zeitz-Pegau-Neustadt (21 July 1668 in Moritzburg – 18 December 1713 in Neustadt an der Orla), was a German prince of the House of Wettin.

He was the fourth (but third surviving) son of Maurice, Duke of Saxe-Zeitz, and his second wife, Dorothea Maria of Saxe-Weimar.

In Moritzburg on 27 February 1702, Frederick married for a second time to Anna Fredericka Philippine of Schleswig-Holstein-Sonderburg-Wiesenburg.

However, soon afterwards (1718) the young Maurice Adolf himself became a priest and renounced his claims to the duchy, which made the extinction of the Saxe-Zeitz line inevitable.

Without other male heirs, Zeitz was finally merged into the Electorate of Saxony after the death of Maurice Wilhelm.