Under Sharia, men and women do not mix in public
The Upper Sharia Court 1 in Kebbi State handed down its decision on Wednesday.
This is the first sentence of death by stoning to be made since Sharia Islamic law was introduced in 12 states across northern Nigeria in the past two years.
The man, 35 year-old Attahiru Umar, now has 30 days to appeal against the sentence.
Confession
Court officials told the French news agency, AFP, that Umar had confessed to the offence after being identified by two witnesses.
Judge Mallam Abubakar Bena decreed that the name of the victim and details of the offence should not be made public.
Following the sentence, the case will be passed to the Kebbi State Sharia Implementation Committee and finally the state governor.
Zamfara became the first state to adopt Sharia in January 2000.
Nigeria's President, Olusegun Obasanjo, a born-again Christian, is currently on his first official visit to Zamfara.
Ban defied
Zamfara's Governor, Sani Ahmed, told women not to attend the welcoming ceremony because women and men mixing in public would be "unIslamic".
However correspondents say some women defied the ban and turned up to greet Mr Obasanjo and were not arrested.
Supporters of the Islamic code have sought to downplay Christian fears by saying Sharia would only apply to Muslims and followers of other faiths would be covered by the existing criminal code.
But the spread of Sharia has inflamed tensions between Christians and Muslims.
Religious clashes have left thousands dead in cities such as Kaduna, Kano and, in the past week, Jos.