Use builtin cd in case you've messed with it.

z.sh

@@ -125,7 +125,7 @@ _z() {
         # if we hit enter on a completion just go there
         case "$last" in
             # completions will always start with /
-            /*) [ -z "$list" -a -d "$last" ] && cd "$last" && return;;
+            /*) [ -z "$list" -a -d "$last" ] && builtin cd "$last" && return;;
         esac
 
         # no file yet
@@ -202,7 +202,7 @@ _z() {
             }
         ')"
 
-        [ $? -eq 0 ] && [ "$cd" ] && ${echo:-cd} "$cd"
+        [ $? -eq 0 ] && [ "$cd" ] && ${echo:-builtin cd} "$cd"
     fi
 }