She has gone on leave from her job to "cross the fence", as she puts it, between journalism and politics, and embarked on a whirl of campaign appointments in schools, old people's homes, hospitals, street markets and fund-raising dinners. Instead of interviewing politicians, she now goes out on the stump; and instead of asking questions, she is answering ones put to her by other journalists.
In the old days of the British empire, such behaviour might have been branded as going native and viewed with suspicion. Journalistically, it throws open the thorny ethical question of whether she is compromising her professional career in Italy - should she ever need to return to it - now that she has openly declared her partisan interest.
But such concerns probably do not mean much either to the Italian electorate, which has seen stranger things, or to Ms de Zulueta, who has become such a familiar figure in Italy over the years that she has long been considered one of them, or almost. With an English mother and a Spanish father who travelled the world for the World Health Organisation, Ms de Zulueta has no roots in any country except Italy where she has lived for nearly all of her adult life. Now 44, she has an Italian husband, two Italian children and, latterly, Italian nationality - which explains her qualification to stand for election.
"I always have to explain carefully who I am and why I have an accent in Italian. But that can be an advantage. At one street market a trader told me he was glad I was a foreigner because that gave me a better chance of understanding the mess the country's in," she said.
Ms de Zulueta has served as a distinguished correspondent in Italy, first for the Sunday Times and then for The Economist, for more than 20 years. In recent years, though, she has done more and more work for the Italian media, including a stint editing the television news on Videomusic, the Italian equivalent of MTV. Her entry into politics was due to Romano Prodi, leader of the centre-left alliance known as the Olive Tree and an old contact of Ms de Zulueta's from his days at the head of IRI, the Italian state holding company. It was he who chose her as a candidate, and decided to field her in central Rome, a key marginal constituency.
So now she is using her considerable charm to plead for a kinder, gentler Italy, where concrete issues count for more than television flamboyance. In central Rome, her main task will be to persuade small shopkeepers that the centre-left will not tax them out of existence.
She is an unpredictable candidate in an unpredictable constituency. Friendly and almost apologetically good-humoured, she is not exactly an adoptive politician on the model of Alberto Fujimori or Sonia Gandhi. But then again she does not have much to lose. If she does fail to win, The Economist has promised she can have her job back.