Unlike in the first two games, this time Zero's weapons can't be leveled up. They all have their full capabilities from the beginning.
Buster Shot
You begin the game with this. It's a handheld pistol that works similarly to other Mega Man buster weapons. It can have up to three bullets on screen at a time, and can be charged up to two levels. When fully charged, it fires a bigger, more powerful blast that can have elemental properties when used with an Element chip.
Z-Saber
Zero's signature weapon. You begin the game with this. With it, Zero can perform a triple-slash combo while on the ground. It can also be charged. The charged slash is more powerful than a normal one, and can have elemental properties when used with an Element chip.
Recoil Rod
You get this from Cerveau after the intro stage. It's basically a pair of tonfas that deliver a stabbing attack that can be aimed in any of 8 directions by holding the 
as you use it. It can be charged to perform a stronger thrust attack. This attack can have elemental properties when used with an Element chip. The charged attack can also be used to push some objects, and when used straight down on the ground, the recoil launches Zero straight up into the air, like a pogo stick.
Shield Boomerang
You get this from Cerveau after the intro stage. It can be held up to reflect enemies' shots back at them. It can also be charged. Once charged, Zero will throw it at enemies, and it will then return to him. This attack can have elemental properties when used with an Element chip.