The native answer is no!
But you can do like this.
Your ajax request:
$.ajax({
url: 'your-url-that-gives-zip-file.php',
dataType: 'JSON',
success: function(response){
if(response.zip) {
location.href = response.zip;
}
}
});
Your php file:
<?php
//Get your zip file code with and combine with http://youradress.com
$zipFile = 'http://youraddress.com/downloads/'.$zipFile;
echo json_encode(array('zip' => $zipFile));
?>