(1) Background: Chronic kidney disease (CKD) increases the susceptibility to the presence of herpes zoster (HZ). Little is known about the risk factors of HZ in CKD patients; (2) Methods: This is a case-control study. CKD patients diagnosed with HZ between January 2015 and June 2021 in a tertiary hospital were identified. One age- and gender- matched control was paired for each case, matched to the date of initial HZ diagnosis. Conditional multiple logistic regression was used to evaluate the risk factors associated with the presence of HZ; (3) Results: Forty-seven HZ patients and controls were identified. In general, about 73.40% (69 out of 94) patients were classified at IV to V stages of CKD. Immunosuppressive agents (p = 0.0012) and dialysis therapy (p = 0.021) were reported more frequently in the HZ cohort. Compared with the control group, the total white cell count and lymphocyte count were significantly lower in the HZ group (p value of 0.032 and 0.003, respectively). The conditional logistics regression model revealed that previous immunosuppressants administration (odds ratio: 10.861, 95% CI: 2.092~56.392, p = 0.005) and dialysis therapy (odds ratio: 3.293, 95% CI: 1.047~10.355, p = 0.041) were independent risk factors of HZ in the CKD population; (4) Conclusions: Dialysis and immunosuppressants therapy were associated with greater risk of HZ disease in CKD patients. Further guideline may highlight the necessity of zoster vaccine for patients with CKD, who undertake associated treatment.