Steganography is a form of security technique that using ambiguity to hide a secret message within an ordinary message between senders and receivers. In this paper, we propose a new steganography technique for hiding data in Joint Photographic Experts Group (JPEG) images as it is the most known type of image compression between the lossy type compressions. Our proposed work is based on lossy compression (frequency domain) in images. This type of compression is susceptible to change even for the smallest amount of change which raises a difficulty to find a proper location to embed data. This should be done without affecting the image quality and without allowing anyone to notice the hidden message. From the senders side, first, we divide the image into 8*8 blocks, then apply a Discrete Cosine Transform (DCT), Quantization, and zigzag processes respectively. Second, the secret message is embedded at the end of each selected zigzag block array using the best method of our experimental results. Third, the rest of the code applies the Run Length Code (RLC), Different Pulse Code Modularity (DPCM) and Huffman encoder to obtain the compressed image that includes the embedded message. From the receiver's side, we will reverse the previous steps to extract the secret message using an encrypted shared key via a secure channel. Our experimental results show that the best array content size of zigzag computed coefficients are between 1 to 20. This selection allows us to utilize more than half of the image blocks to embed the secret message and the difference between the cover image that holds the secret message and the original cover image is very minimal and hard to detect.