The Interior Ministry said in a statement on Wednesday that about 500 Spanish police took part in raids that led to the arrests.
It said the suspects were arrested in Barcelona, Valencia, the southern Andalusia region and Ceuta, a Spanish enclave on the northern coast of Morocco, but did not specify when.
The ministry said the group of 11 people belonged to a network that was established in Spain and linked to the group run by al-Zarqawi.
Al-Zarqawi is accused of being al-Qaida's main operative in Iraq and believed responsible for the bloodiest attacks there.
The other five arrested were linked to last year's commuter train bombing in Madrid, which killed 191 people and wounded more than 1500.
They were arrested on Tuesday in Madrid and Barcelona, the statement said.
The number of arrests in the
Madrid blasts have reached 122
Agents from a variety of police units took part in the raids, including one specialising in Islamic "terrorist" groups and another made up of bomb-disposal experts.
The arrests were ordered by a judge in the National Court, the Madrid-based tribunal that is the hub of Spain's investigations into Islamist "terrorist" cases, including the train bombings and an alleged al-Qaida cell on trial in Madrid.
Journalist Nawal al-Sibaai told Aljazeera from Madrid the arrest operation had been named "Tigris", after the Tigris River, to attract attention to those thought to be linked to al-Zarqawi in Iraq.
This sweep comes after a series of operations in which 11-20 people have been arrested, she said.
The last operation resulted in 13 arrests. All the suspects were released five days later, with no bail, al-Sibaai said.
They were accused of being linked to an armed group involved in the Madrid bombings, she added.
The number of arrests in the Madrid bombings has reached 122, al-Sibaai said.