On Tuesday, the High Court gave him leave to appeal a decision on his parole.
The decision to grant Zuma medical parole was overturned last week by the North Gauteng High Court, which ruled that it was illegal.
He was ordered to be taken back into jail by the court.
Zuma and his legal team now have the option of appealing to the Supreme Court of Appeal.
They expect it to come to a different conclusion from the High Court.
