ABC first reported the divorce filing. Email messages and phone calls to Zimmerman's attorney, Mark O'Mara, were not immediately returned.
Zimmerman's brother, Robert Zimmerman, wrote on Twitter: "Pray 4 them."
During her appearance on "Good Morning America," Zimmerman refused to say if she and her husband were still together.
She added that she "wants to have children and stay married."
"With George?" the interviewer asked.
"That's something I'm going to have to think about," Shellie Zimmerman replied.
Earlier this week, her 29-year-old husband was ticketed for speeding in Lake Mary, Fla. Police say he was going 60 mph in a 45 mph zone.
In the interview, she also revealed she wasn't at their home the night of Martin's shooting in their gated community outside Orlando because she'd had a fight with her husband.
"I was staying at my father's house," she said. "We had gotten into an argument the night before and I left."
Shellie Zimmerman says that while she believes her husband's version of the events leading to the shooting, "I can't tell you how many nights I've gone or laid awake at night just thinking that I wish to God the circumstances had been different."
She says the couple lived in hiding while awaiting his trial.
"We have pretty much lived like gypsies for the past year and a half. We've lived in a 20-foot trailer in the woods, scared every night that someone would go and find us and that it would be horrific," she said.
Shellie Zimmerman admitted she did not tell the truth during the bail hearing.
"I can rationalize a lot of reasons for why I was misleading, but the truth is that I knew I was lying," she said.
She said she plans to do her community service with a Christian ministry.
"I've made mistakes and I want to own them right now," Shellie Zimmerman said.
She also told ABC she is deeply sorry for the Martin family's loss. "I can't even begin to understand the grief a parent experiences when they lose a child," she said.