Zimmerman, his head shaved and wearing a close-clipped goatee, was dressed in a dark grey prison-issued jumpsuit and looked intently at the judge throughout the hearing, which marked the beginning of a judicial process to determine whether the killing of Martin constitutes murder.
Zimmerman was yesterday charged with second-degree murder.
In an appearance that lasted less than five minutes, Zimmerman twice said "Yes sir" in addressing the judge in a courtroom at Florida's John E. Polk Correctional Facility.
Judge Mark Herr set formal arraignment for May 29 and agreed to a stipulation by lawyers for both sides to seal some records. The issue of whether Zimmerman would be released on bond was not addressed.
After the hearing, Zimmerman lawyer Mark O'Mara told reporters that he chose not to ask for bail during the hearing because it might "only arouse the fervor" around the case.
Zimmerman, 28, who is white and Hispanic, has been subjected to death threats and was in hiding from the public for weeks.
The killing of Martin, 17, has set off a firestorm of debate about race relations and self-defence laws, punctuated by a series of demonstrations across the country. Even President Barack Obama commented on the case, saying, "If I had a son, he would look like Trayvon."
O'Mara previously said he hoped the fact of Zimmerman's arrest - the central demand of Martin's parents and others across the country for more than a month - would help to ease the emotional intensity.
At a later date when he is arraigned, Zimmerman will plead not guilty, O'Mara has said. If convicted of second degree murder, he could face up to life in prison.
Until yesterday, police had declined to arrest Zimmerman, citing Florida's "Stand Your Ground" law, which allows people to use deadly force when they believe they are in danger of getting killed or suffering great bodily harm.
Thousands of people demonstrated in rallies in Sanford and around the nation, demanding Zimmerman's arrest and criticizing the police. Civil rights activists say racial prejudice played a role in Zimmerman's view that Martin looked suspicious and in the police decision not to arrest him.
