Preheat oven to 400F (200C) and lightly grease a 9x13 inch baking dish.
Cut chicken breast and zucchini into bite-sized pieces.
In a large bowl, toss chicken, zucchini, cherry tomatoes, red onion, olives, olive oil, garlic, oregano, salt, and pepper.
Transfer the mixture to the prepared baking dish and spread evenly.
Bake uncovered for 25 minutes, until chicken is cooked through (165F internal temperature).
Remove from oven, sprinkle feta cheese over the top, and bake for an additional 5 minutes.
Let cool for 5 minutes before serving.