Zimmerman, 28, walked into the Florida courtroom in handcuffs and wearing a gray jumpsuit. He was accompanied by his new lawyer, Mark O'Mara.
He was arrested and charged with second-degree murder on Wednesday, 45 days after the shooting of the unarmed 17-year-old. The case has sparked outrage across the country, many perceiving a lack of due process for the man who killed Martin.
ABC News has learned Zimmerman was isolated in jail, under constant watch, and wept for hours. In court, he appeared calm and collected.
The only words he spoke were "Yes, sir" after he was asked basic questions from the judge.
The judge found probable cause to hold him behind bars until his arraignment on May 29. Zimmerman's attorney has said his client will plead not guilty.
"He's tired. It's been a very long period of time for him, and he's gone through some tribulations of his own, being the focus of the intensity of this event," O'Mara said.
Court filings accuse Zimmerman of acting in a "dangerous manner to another," evincing "depraved mind regardless of human life."
Zimmerman has maintained that he acted in self defense and has not made any public appearances until now. His brother, Robert Zimmerman, told CNN that Zimmerman thought he had to take Martin's life to save his own.
"When you carry a gun and someone threatens to disarm you as you're becoming unconscious, you don't know if that person is really going to kill you or not," Robert Zimmerman said.
Zimmerman's lawyer asked to keep all court documents relating to witnesses sealed, which the state agreed to. O'Mara says he hopes to have his client released on bond. In the meantime, he's trying to locate a safe place for him to go, but Zimmerman's family believes that he may be safer behind bars.
Zimmerman could face life in prison if convicted.
The Associated Press contributed to this report.