Specific high contrast imaging instruments are mandatory to characterize circumstellar disks and exoplanets around nearby stars. Coronagraphs are commonly used in these facilities to reject the diffracted light of an observed star and enable the direct imaging and spectroscopy of its circumstellar environment. One important property of the coronagraph is to be able to work in broadband light. Among several proposed coronagraphs, the dual-zone phase mask coronagraph is a promising solution for starlight rejection in broadband light. In this paper, we perform the first validation of this concept in laboratory. First, we recall the principle of the dual-zone phase mask coronagraph. Then, we describe the high-contrast imaging THD testbed, the manufacturing of the components and the quality-control procedures. Finally, we study the sensitivity of our coronagraph to low-order aberrations (inner working angle and defocus) and estimate its contrast performance. Our experimental broadband light results are compared with numerical simulations to check agreement with the performance predictions. With the manufactured prototype and using a dark hole technique based on the self-coherent camera, we obtain contrast levels down to $2,10^{-8}$ between 5 and 17$,lambda_0/D$ in monochromatic light (640 nm). We also reach contrast levels of $4,10^{-8}$ between 7 and 17$lambda_0/D$ in broadband ($lambda_0=675$ nm, $Deltalambda=250$ nm and $Deltalambda / lambda_0 = 40$ %), which demonstrates the excellent chromatic performance of the dual-zone phase mask coronagraph. The performance reached by the dual-zone phase mask coronagraph is promising for future high-contrast imaging instruments that aim at detecting and spectrally characterizing old or light gaseous planets.