We report measurements of the de Haas-van Alphen effect in ZrZn2 under hydrostatic pressures up to 21 kbar where the Curie temperature vanishes. The exchange splitting of a Fermi surface changes in behavior with increasing magnetic field, which is qualitatively consistent with the behavior of the high-field magnetization, suggesting the existence of a crossover between two distinct magnetic states. These and previously unexplained findings may be understood in terms of a p-T-B phase diagram qualitatively similar to that of the ferromagnetic superconductor UGe2.