Chop and prepare all of the vegetables.
Heat a heavy bottomed pot or dutch oven over medium-high heat. Add olive oil.
When the oil is hot, add the onion, carrots, celery, and garlic. Saute until partially softened, about 5 minutes.
Add the tomato paste and cumin and stir until the vegetables are well coated.
Add the vegetable broth and lentils and stir well.
Once at a simmer, lower heat to medium-low. Simmer, partially covered, for 20 minutes.
Season to taste with salt and pepper. Add zucchini and stir well. Continue simmering, uncovered, for 5 minutes. The zucchini should still have a bit of bite and texture.