"We are not scared of the army. We are not scared to fight. We will fight," he told the pan-Arab Al-Jazeera network in an interview to be broadcast on Sunday.
Asked by the interviewer if that meant he was ready to take up arms, Malema said "Yeah, literally I mean it literally. We are not scared...
"We will run out of patience very soon and we will remove this government through a barrel of a gun".
Late last month, South Africa's constitutional court ruled Zuma had violated the constitution in using public funds to upgrade his private residence and said he must repay the money.
EFF deputies regularly disrupt parliamentary sessions, sometimes shouting anti-Zuma slogans.
Last year, EFF MPs were expelled from the assembly by security guards after fights broke out.
"We are a very peaceful organisation, we fight our battles through peaceful means, through the courts, through parliament, through mass mobilisation, we do that peacefully," Malema told Al-Jazeera.
The EFF leader, 35, was expelled from the ruling ANC in 2012 when he was head of the party's youth wing.
A year later he founded the radical leftist EFF which entered parliament with 25 deputies after May 2014 elections, becoming the third largest party.
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