The images of the alleged apparition shows a gigantic humanoid head and torso, tailing off into what could be long robes, similar to Harry Potter dementor.
It was said to have been photographed in the sky above the Mukuba Mall in the city of Kitwe in north-central Zambia.
The figure looks to be composed of a dark solid material rather than being made out of cloud formations themselves.
Judged against the cars and buildings seen in the picture, the apparition would seem to be more than 100 metres long.
Zambian news outlets are reporting that eyewitnesses said the figure stayed in the sky for around half an hour, and seemed to be looking down on the shopping centre below it.
It is said that many locals who witnessed the event thought that it was a manifestation of God, leaving some in a state of fervent adoration and others running away panicked.
One eyewitness was quoted as saying: “We were shocked to see images that looked like a human in the clouds for close to 30 minutes. Some started worshipping but others ran away. It was so strange.”