Zuma, 74, has faced growing criticism since his last address over a series of damaging corruption scandals, worsening unemployment levels and slowing economic growth.
In December, he beat back an attempt by at least four ministers to oust him from power, following local elections that delivered the ruling African National Congress (ANC) party's worst-ever results.
The president said the military deployment was to maintain "law and order" outside parliament in Cape Town, but the move was condemned by the main opposition Democratic Alliance party.
Zuma's state of the nation address has been hit by regular protests in recent years.
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In 2016, lawmakers from the leftist Economic Freedom Fighters (EFF) -- dressed in their uniform of red workers' overalls and hard hats -- noisily interrupted his speech before eventually being ordered out of the chamber.
Outside on the streets of Cape Town, police fired stun grenades to disperse angry protesters.
The 2015 state of the nation address degenerated into chaos as protesting EFF lawmakers were violently evicted by bouncers.
The EFF, led by firebrand Julius Malema, has not said whether it will try to shout Zuma down this year, but it described the use of soldiers as a "declaration of war on citizens".