ZeroMQ is written in C++ and is usable in any language ecosystem, but for those interested in having a Java implementation, there's JeroMQ.
It's based on libzmq 3.2.2 and according to the GitHub docs, the performance is "not too bad" compared to ZeroMQ. It does 2M messages (100B) per sec. There's more info on the performance here.
Update (11:11 EST) The steward of ZeroMQ, Pieter Hintjens, had a little more information to add:
[JeroMQ is] a full Java stack that uses the same protocol and API of ZeroMQ and is an official project of the community. It makes life a lot simpler for Java users since there's no JNI, no C++ to build. It does everything ZeroMQ does except PGM multicast.