diff --git a/cmake/modules/FindZeroMQ.cmake b/cmake/modules/FindZeroMQ.cmake
--- a/cmake/modules/FindZeroMQ.cmake
+++ b/cmake/modules/FindZeroMQ.cmake
@@ -1,21 +1,94 @@
-# Try to find the ZeroMQ libraries
-# ZMQ_FOUND - system has ZeroMQ lib
-# ZMQ_INCLUDE_DIR - the ZeroMQ include directory
-# ZMQ_LIBRARY - Libraries needed to use ZeroMQ
+# Copyright (c) 2017-2020 The Bitcoin developers
+# Distributed under the MIT software license, see the accompanying
+# file COPYING or http://www.opensource.org/licenses/mit-license.php.
 
-if(ZMQ_INCLUDE_DIR AND ZMQ_LIBRARY)
-	# Already in cache, be silent
-	set(ZMQ_FIND_QUIETLY TRUE)
-endif()
+# .rst:
+# FindZeroMQ
+# --------------
+#
+# Find the ZeroMQ library. The following conponents are
+# available::
+#   zmq
+#
+# This will define the following variables::
+#
+#   ZeroMQ_FOUND - True if the ZeroMQ library is found.
+#   ZeroMQ_INCLUDE_DIRS - List of the header include directories.
+#   ZeroMQ_LIBRARIES - List of the libraries.
+#   ZeroMQ_VERSION - The library version MAJOR.MINOR.PATCH
+#   ZeroMQ_VERSION_MAJOR - Major version number
+#   ZeroMQ_VERSION_MINOR - Minor version number
+#   ZeroMQ_VERSION_PATCH - Patch version number
+#
+# And the following imported targets::
+#
+#   ZeroMQ::zmq
 
-find_path(ZMQ_INCLUDE_DIR NAMES zmq.h)
-find_library(ZMQ_LIBRARY NAMES zmq libzmq)
-message(STATUS "ZeroMQ lib: " ${ZMQ_LIBRARY})
+find_path(ZeroMQ_INCLUDE_DIR
+	NAMES zmq.h
+)
 
-include(FindPackageHandleStandardArgs)
-find_package_handle_standard_args(ZeroMQ DEFAULT_MSG ZMQ_INCLUDE_DIR ZMQ_LIBRARY)
+set(ZeroMQ_INCLUDE_DIRS "${ZeroMQ_INCLUDE_DIR}")
+mark_as_advanced(ZeroMQ_INCLUDE_DIR)
+
+if(NOT DEFINED ZeroMQ_VERSION)
+	# Extract version information from the zmq.h header.
+	if(ZeroMQ_INCLUDE_DIR)
+		# Read the version from file zmq.h into a variable.
+		file(READ "${ZeroMQ_INCLUDE_DIR}/zmq.h" _ZMQ_HEADER)
+	
+		# Parse the version into variables.
+		string(REGEX REPLACE
+			".*ZMQ_VERSION_MAJOR[ \t]+([0-9]+).*" "\\1"
+			ZeroMQ_VERSION_MAJOR
+			"${_ZMQ_HEADER}"
+		)
+		string(REGEX REPLACE
+			".*ZMQ_VERSION_MINOR[ \t]+([0-9]+).*" "\\1"
+			ZeroMQ_VERSION_MINOR
+			"${_ZMQ_HEADER}"
+		)
+		# Patch version example on non-crypto installs: x.x.xNC
+		string(REGEX REPLACE
+			".*ZMQ_VERSION_PATCH[ \t]+([0-9]+(NC)?).*" "\\1"
+			ZeroMQ_VERSION_PATCH
+			"${_ZMQ_HEADER}"
+		)
+	else()
+		# Set some garbage values to the versions since we didn't find a file to
+		# read.
+		set(ZeroMQ_VERSION_MAJOR "0")
+		set(ZeroMQ_VERSION_MINOR "0")
+		set(ZeroMQ_VERSION_PATCH "0")
+	endif()
 
-mark_as_advanced(ZMQ_INCLUDE_DIR ZMQ_LIBRARY)
+	# Cache the result.
+	set(ZeroMQ_VERSION_MAJOR ${ZeroMQ_VERSION_MAJOR}
+		CACHE INTERNAL "ZeroMQ major version number"
+	)
+	set(ZeroMQ_VERSION_MINOR ${ZeroMQ_VERSION_MINOR}
+		CACHE INTERNAL "ZeroMQ minor version number"
+	)
+	set(ZeroMQ_VERSION_PATCH ${ZeroMQ_VERSION_PATCH}
+		CACHE INTERNAL "ZeroMQ patch version number"
+	)
+	# The actual returned/output version variable (the others can be used if
+	# needed).
+	set(ZeroMQ_VERSION
+		"${ZeroMQ_VERSION_MAJOR}.${ZeroMQ_VERSION_MINOR}.${ZeroMQ_VERSION_PATCH}"
+		CACHE INTERNAL "ZeroMQ full version"
+	)
+endif()
+
+include(ExternalLibraryHelper)
+find_component(ZeroMQ zmq
+	NAMES zmq
+	INCLUDE_DIRS ${ZeroMQ_INCLUDE_DIRS}
+)
 
-set(ZeroMQ_LIBRARIES ${ZMQ_LIBRARY})
-set(ZeroMQ_INCLUDE_DIRS ${ZMQ_INCLUDE_DIR})
+include(FindPackageHandleStandardArgs)
+find_package_handle_standard_args(ZeroMQ
+	REQUIRED_VARS ZeroMQ_INCLUDE_DIR
+	VERSION_VAR ZeroMQ_VERSION
+	HANDLE_COMPONENTS
+)
diff --git a/doc/dependencies.md b/doc/dependencies.md
--- a/doc/dependencies.md
+++ b/doc/dependencies.md
@@ -29,5 +29,5 @@
 | Qt | [5.9.6](https://download.qt.io/official_releases/qt/) | 5.5.1 | No |  |  |
 | XCB |  |  |  |  | Yes (Linux only) |
 | xkbcommon |  |  |  |  | Yes (Linux only) |
-| ZeroMQ | [4.1.5](https://github.com/zeromq/libzmq/releases) |  | No |  |  |
+| ZeroMQ | [4.1.5](https://github.com/zeromq/libzmq/releases) | 4.1.5 | No |  |  |
 | zlib | [1.2.11](http://zlib.net/) |  |  |  | No |
diff --git a/src/zmq/CMakeLists.txt b/src/zmq/CMakeLists.txt
--- a/src/zmq/CMakeLists.txt
+++ b/src/zmq/CMakeLists.txt
@@ -9,9 +9,8 @@
 	zmqrpc.cpp
 )
 
-find_package(ZeroMQ REQUIRED)
-target_include_directories(zmq PRIVATE ${ZMQ_INCLUDE_DIR})
-target_link_libraries(zmq util ${ZMQ_LIBRARY})
+find_package(ZeroMQ 4.1.5 REQUIRED)
+target_link_libraries(zmq util ZeroMQ::zmq)
 
 if(${CMAKE_SYSTEM_NAME} MATCHES "Windows")
 	target_compile_definitions(zmq PUBLIC ZMQ_STATIC)