Zero differential resistance state is found in response to direct current applied to 2D electron systems at strong magnetic field and low temperatures. Transition to the state is accompanied by sharp dip of negative differential resistance, which occurs above threshold value $I_{th}$ of the direct current. The state depends significantly on the temperature and is not observable above several Kelvins. Additional analysis shows lack of the linear stability of the 2D electron systems at $I>I_{th}$ and inhomogeneous, non-stationary pattern of the electric current in the zero differential resistance state. We suggest that the dc bias induced redistribution of the 2D electrons in energy space is the dominant mechanism leading to the new electron state.