The victory also snapped a two-game losing streak for the Gophers.
Zahui finished with 16 points, 13 rebounds and 12 blocked shots.
Shae Kelley also had a big night. She just missed out on a double-double with 18 points and nine rebounds. Mikayla Bailey added 17 and freshman Carlie Wagner also chipped in 12 points, six rebounds and four assists for Minnesota.
Minnesota put the game away with a big run in the second half.
Peyton Whitted and Lindsey Spann led Penn State with 16 points each.
The Gophers (17-4, 6-3) travel to Northwestern on Sunday.