He also threatened to return to Honduras in secret and attempt to retake power on his own if no agreement is reached.
Oscar Arias, Costa Rica's Nobel peace prize-winning president, is trying to broker a compromise between Zelaya and Roberto Micheletti, a former speaker of congress who replaced him in the June 28 coup.
Arias said before the meeting he would push for a "government of national reconciliation".
As talks got under way, he proposed Zelaya be reinstated as president over a new government and amnesty be given to the coup leaders - notions rejected by Micheletti's side.
Neither side has left much room for compromise.
Speaking from exile in Nicaragua on Friday, Zelaya vowed to return to Honduras "one way or another" - regardless of the outcome of the negotiations.
In Honduras, the military went on alert as thousands of people took to the streets calling for Zelaya's return.
The coup in Honduras is the worst political crisis in Central America since the Cold War and poses a challenge for Barack Obama, the US president, as he tries to improve Washington's relations with Latin America.
The United States said it opposes any attempted return, fearing it could jeopardise reconciliation talks hosted by Arias.
"We don't want people to take steps that in any way conflict or don't contribute positively to the Arias mediation efforts," said Robert Wood, the US state department spokesman.
"Tensions are very high ... we're trying to get people to really focus on how we can bring about that peaceful ... return to democratic and constitutional order."
A first round of talks in Costa Rica failed to reach a solution to the crisis after Micheletti and Zelaya left the negotiations without meeting each other.