Preheat the oven to 400°F.
Arrange asparagus on a rimmed baking sheet or in a baking dish.
In a small bowl, whisk together lemon zest, juice, olive oil, salt and pepper. Pour mixture over asparagus and massage it into each spear. Let sit for 5 minutes.
Roast asparagus until tender and lightly browned, 13 to 18 minutes (thicker spears will take longer than thinner ones). Serve warm or room temperature.