Natural zeolites are hydrated aluminosilicate minerals that, due to their remarkable physical-chemical properties of being molecular sieves and cation exchangers, have applications in different areas such as environmental protection, catalysis, animal feed, and dietary supplements. Since natural zeolites may contain traces of undesirable compounds such as toxic metals, the accurate quantification of these elements is necessary. In this study, a direct method for Hg determination in zeolite samples based on the thermal desorption atomic absorption spectrometry (TD-AAS) technique is fully validated, taking into account the legislative requirements in the field. The chosen quantification limit was 0.9 µg kg−1, which is satisfactory for intended use. Trueness was evaluated by recovery rate using certified reference materials containing mercury, with satisfactory results. Other figures of merit, such as repeatability and measurement uncertainty, also fulfill the legislative requirements related to the analysis of dietary supplements. This paper presents, for the first time, a fully validated method for mercury determination in zeolite samples, and the obtained results reveal that the method can be applied successfully for the intended purpose.