Four people died in the stadium in the central town of Kwekwe, while seven others were declared dead on arrival in hospital, they say.
The stampede occurred as thousands of worshippers rushed to leave after the service by popular Pentecostal preacher Walter Magaya.
He claims to be able to heal people by performing miracles.
Some witnesses accused the police of blocking most of the stadium exits and then firing tear gas as people battled to get through the only one left open.
The police have denied firing tear gas.
Mr Magaya, head of the Prophetic Healing and Deliverance (PHD) Ministries, told a local newspaper that when he learnt of the deaths, it was “the saddest moment of my life”.
Walter Magaya is one of a new breed of flamboyant preachers in Zimbabwe and claims to use miracles to cure all kinds of ailments, help people achieve their desires, and cast out demonic spirits.
He was initially overshadowed by other preachers until his popularity grew over the last two years.
Mr Magaya counts the popular Nigerian pastor TB Joshua as his mentor.
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