According to the Washinton Post, Zimmerman looked "thin and worn" and said nothing during his brief court appearance.
The judge said the next court hearing will be on May 29 and agreed with attorneys to seal the case records, the Washington Post reported.
Zimmerman was charged with murder in the second degree for shooting Martin, who was unarmed. He maintains that he shot Martin in self-defense.
Under Florida law, second-degree murder refers to a killing that is not premeditated but is carried out with “a depraved mind regardless of human life.”
Though there was no application for bail during Thursday's hearing, it is likely that Zimmerman's attorney will apply for a bond hearing before the arraignment, the Guardian reported.
Mark O'Mara, Zimmerman's attorney, said that had his client "been through a lot" since he shot and killed Martin.
Zimmerman, 28, had turned himself in at a county jail on Wednesday after prosecutor Angela Corey announced the charge.