كتب : وكالات
Cajuda signed a six-month contract on Saturday night for a monthly salary of $25,000 while signing fees haven't been revealed, the club said.
The 55-year-old manager will be officially introduced in a press conference in the club on Sunday.
He has resigned as coach of Portuguese club Naval in December after a string of poor results that saw the team collecting only 11 points from 13 matches.
Cajuda had spells in charge of Portuguese Braga, Leiria and Beira-Mar in the 90s but he has never won a trophy for any of them.
This is Zamalek's third coach since the beginning of the season, succeeding German Theo Bucker and former star Farouk Gaafar.