Her defection leaves Music Note as the early 9-5 favorite in the eight-horse field for the 1e-mile Ladies' Classic today at Santa Anita.
The $2 million race is the highlight of six Breeders' Cup races on Day 1, five of them featuring females, with the $500,000 Marathon for males.
Among those entered in the 13-mile Marathon for 3-year-olds and up is Nite Light, who was broken in Aiken by Ron Stevens. Nite Light, who is trained by Todd Pletcher and will be ridden by John Velazquez, was the early 4-1 third choice in a field of 10.
Zenyatta's presence in Saturday's $5 million Classic is daunting to some of her rivals.
"I would have entered her with the fillies so I didn't have to run at her," said Chip Woolley Jr., who trains Kentucky Derby winner Mine That Bird.
"You know she's going to be running late and she has a lot of style, much the same as my horse. She's twice his size, so if she decides to knock him out of the way, she's got a good chance."
Hall of Fame trainer Bob Baffert saddles long shot Richard's Kid in the Classic.
"I don't like to see her in there -- I'm in there with her," he said. "But she's going to bring so much. Everybody is going to be watching with her in there. We need a big boost right now and she's going to be our boost."
Zenyatta is going against males for the first time in her career. She will break from the No. 4 post in the 12-mile race.
"Optimism is high," said Jerry Moss, who co-owns the 5-year-old mare with his wife. "I think everybody is in for a treat."
Zenyatta is grabbing the attention in the absence of Rachel Alexandra, who was 8 for 8 this year, including three wins over male horses.
Owner Jess Jackson shut her down for the season because he dislikes Santa Anita's synthetic track on which his two-time Horse of the Year Curlin faded to fourth in last year's Classic.
No female horse has won the Classic in its 25-year history.
Zenyatta will be the fourth female to try. Jolypha had the best result, finishing third in 1992. Azeri was fourth in 2004 and Triptych was sixth in 1986.
Zenyatta would have been the closest thing to a sure bet in the Ladies' Classic. Without her, Music Note will try to improve on last year's third-place finish.
Careless Jewel is the early second choice at 2-1. She comes in on a five-race winning streak, with only one loss in her career for Josie Carroll, who would be the first female trainer to win the race.
The 3-year-old gray filly will break from the No. 1 post.
"She's really not a nervous filly (like) people seem to think," Carroll said. "Any race that we've taken her to she's actually been good until the rider gets on her back. Once somebody gets on, she wants her things her way and she starts to perform."
Even without Zenyatta, trainer John Shirreffs still has a horse in the Ladies' Classic with Life is Sweet, who has fruitlessly chased Zenyatta in three of her past four races.
Also in the Ladies' Classic, Britain-bred Proviso will try to give Bobby Frankel his seventh career Breeders' Cup victory. The Hall of Fame trainer has been running his stable by phone while being sidelined by an undisclosed illness for much of the year.