The boys are currently climbing the US charts and are on tour with Big Time Rush, but Zayn has made the decision to fly home to be with his loved ones.
Harry Styles tweeted the news: "Zayn has suffered a loss in his family & has had to go home for a few days so won't be at our next shows in the US.
"Our thoughts are with him and his family at this sad time."
[Related article: One Direction take US by storm]
[Related gallery: One Direction photos]
Zayn is yet to comment on the situation, but he did retweet a message from a fan earlier today, which read: "God has no Phone, but I talk to him. He has no Facebook, but he is still my friend. He does not have a twitter, but I still follow him."
We're thinking of Zayn and his family.