According to activists, the injuries Zenadi sustained on Thursday from the live rounds fired by the Saudi forces put him in a critical condition.
Zenadi was rushed to a hospital after the shooting took place.
Regime forces have reportedly besieged all hospitals in Awamiyah as they are searching for Zenadi to have him arrested for taking part in anti-government demonstrations.
Another 22 activists are also wanted by authorities.
Saudi Arabia has been witnessing anti-regime demonstrations since March 2011. Several people have since been killed and many others injured or detained by regime forces.
Rallies and other public displays of dissent are forbidden in Saudi Arabia.
According to rights activists, hundreds of detainees are being held in Saudi prisons without trial or legitimate charges