The series began with a mountain goat on Monday and was followed by eight other artworks, including three monkeys hanging from a railway bridge, the silhouette of a wolf on a satellite dish and two pelicans above a fish and chip shop.
The zoo painting shows a gorilla prising open a metal shutter to release birds and a sea lion. Banksy has posted pictures of all his murals on his Instagram account.
The BBC, citing Banksy's team, said the gorilla artwork was the final piece of the series. The artist's team did not immediately reply to a Reuters request for comment.
London Zoo staff were thrilled to find the latest mural had been painted on their doorstep and many passers-by have been popping over to admire it and take pictures, said zoo media manager Rebecca Blanchard.
"This is bringing so many smiles to people's faces this morning," Blanchard said as she stood in front of the mural. She said the zoo still had to decide what to do with it but they were "definitely keeping it and preserving it".
Blanchard said the artwork might be the "grand finale" of what she described as an "incredible series celebrating animals".
Theories have swirled on social media about the meaning of the works by an artist who has highlighted themes such as war and climate change in his previous work.
Some speculated they could be related to the riots and racist attacks that have swept the country in the past week, others linked them to the idea that humanity is seeding its own downfall.
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