The move aims "to show practically that we are strongly committed to find a solution," Zaev said after talks with his Greek counterpart Alexis Tsipras at the Davos economic summit.
The new name has "not yet been decided", a Macedonian government spokesman said.
Zaev said the north-south Alexander the Great motorway ending at the Greek border will be renamed "Friendship Highway".
Greece's objections to its neighbour becoming independent in 1991 as Macedonia -- the name the former Yugoslav province has used since the 1940s -- have hampered the tiny nation's bid to join the European Union and NATO.
Athens argues that the name Macedonia suggests that Skopje has territorial claims to Greece's historic northern region of the same name.