Vienna's Schoenbrunn Zoo tested its pelican flock, one of the largest of any zoo worldwide, after the virus was found in one pelican earlier this week.
The virus has spread widely across Europe and the Middle East since late last year, leading to the slaughter of hundreds of thousands of poultry and the confinement of flocks indoors.
The zoo's Dalmatian pelicans had been kept in a tent since December as a preventive measure but one of them became acutely ill on Monday and was killed.
"To protect the remaining bird stock we had to put down all pelicans this morning," zoo veterinarian Thomas Voracek said.
The bird house, the rainforest house and the desert house at the zoo will remain closed to the public.
Latest figures from the European Centre for Disease Prevention and Control have found no human infections of the H5N8 strain.
In November, the World Health Organisation (WHO) said human infection with the virus could not be excluded but the likelihood remained low.
