Zubov played for the Dallas Stars, New York Rangers and Pittsburgh Penguins of the National Hockey League as well as SKA Saint Petersburg of the KHL.

He contributed 19 points to the Rangers' playoff campaign, as he, along with Alexander Karpovtsev, Sergei Nemchinov, and Alexei Kovalev became the first Russians to have their names engraved on the Stanley Cup.

[2] Zubov continued to play well for the Rangers, but on 31 August 1995, he was traded to the Pittsburgh Penguins with Petr Nedvěd for Ulf Samuelsson and Luc Robitaille.

Zubov only spent one season in Pittsburgh, it was rumored because he and team captain Mario Lemieux didn't get along, especially on the powerplay where both men wanted to be in control.

However, in the 2005–06 season, Zubov posted 71 points for his highest outing in over a decade – and also received his first Norris Trophy nomination.

On 30 July 2009, he decided to leave the NHL as he signed a contract with SKA Saint Petersburg of the Kontinental Hockey League (KHL).