Assistant Regional Immigration Officer Mr Evans Siziba on Friday said four of the immigrants had previously been deported twice but had found their way back into the country.
All eight are in police custody.
Some of them were illegally running small shops in Harare’s city centre.
Mr Siziba said: "I can confirm that we have nabbed eight Nigerians who entered the country using illegal entry points.
"Four of them were previously deported twice and this is the third time they were arrested for entering the country illegally.
"We feel that our laws should be enforced and give them a custodial sentence. We cannot continue to waste resources and manpower deporting the same people."
The eight are Marcus Nwoni, Obioma Abasirim Temple, Tony Udemba Okuchu-kwu, Okafor Cyril Achinuke, Obumnene Ibell, Nkemakolam Udoka, Princent Ezea-sukulume and Gordon George, who was caught with a Ghanaian passport.
Many foreigners are believed to be staying in Zimbabwe illegally and are running unregistered businesses.
In recent years a considerable number of immigrants, particularly Nigerians, have been deported for various reasons.
Some of them had entered marriages of convenience with Zimbabwean women in order to secure residence permits.