The verification of nuclear warheads for arms control involves a paradox: international inspectors will have to gain high confidence in the authenticity of submitted items while learning nothing about them. Proposed inspection systems featuring 'information barriers', designed to hide measurements stored in electronic systems, are at risk of tampering and snooping. Here we show the viability of a fundamentally new approach to nuclear warhead verification that incorporates a zero-knowledge protocol, which is designed in such a way that sensitive information is never measured and so does not need to be hidden. We interrogate submitted items with energetic neutrons, making, in effect, differential measurements of both neutron transmission and emission. Calculations for scenarios in which material is diverted from a test object show that a high degree of discrimination can be achieved while revealing zero information. Our ideas for a physical zero-knowledge system could have applications beyond the context of nuclear disarmament. The proposed technique suggests a way to perform comparisons or computations on personal or confidential data without measuring the data in the first place.