ZrB12 is a cluster boride compound which is superconducting at 6K although the source of the pairing interaction appears to come from the Zr ions with the boron acting as a fairly inert background. There have been numerous models suggested for the physical properties of this compound ranging from strong coupling BCS through a state on the typeI/type II boundary to a multi- band model of superconductivity. We wish to examine the temperature and field dependence of the effective penetration depth from muon studies. Such a microscopic investigation should clearly indicate which of the possible models is most suitable for this material.