We derive a general formula for the paramagnetic NMR nuclear shielding tensor of an open-shell molecule in a pure spin state, subject to a zero-field splitting (ZFS). Our findings are in contradiction with a previous proposal. We present a simple application of the newly derived formula to the case of a triplet ground state split by an easy-plane ZFS spin Hamiltonian. When kT is much smaller than the ZFS gap, thus a single non-degenerate level is thermally populated, our approach correctly predicts a temperature-independent paramagnetic shift, while the previous theory leads to a Curie temperature dependence.