Let $(Γ,+)$ be an Abelian group of order $n^2$. A $Γ$-magic square of order $n$ is an $n\times n$ array whose entries are pairwise distinct elements of $Γ$ such that all row sums, column sums, and the two main diagonal sums are equal to the same element $μ\in Γ$, called the magic constant. A combinatorial design is called $Γ$-additive if its point set is a subset of an Abelian group $Γ$ and every block has sum zero. If the point set coincides with $Γ$, the design is said to be strictly $Γ$-additive. Motivated by this notion, we construct $Γ$-magic squares with magic constant $μ=0$ whose rows, columns, and two main diagonals can be used as blocks of a strictly $Γ$-additive design. We call such a square zero-sum $Γ$-magic square. In this paper, we establish necessary and sufficient conditions for the existence of zero-sum $Γ$-magic squares.