This can be a tricky questions to answer. Technically a single zener diode is bi-directional , however the function of the Zener diode in unidirectional and is therefore called unidirectional. That being said there are Bi-Directional Zener Diodes. These devices are actually made using two Zener diodes.
Taking a look at a couple of these Diodes SMAJ5.0A and SMAJ5.0CA you will see all of the electrical specifications are the same between the two parts with the exception that the SMAJ5.0CA is a Bidirectional part. There is also a difference is markings on the two parts. Most noticable is the line that indicates the cathode on the Unidirectional part.