Success of zoo environmental enrichment, in spite of its widespread use and high significance for animals’ welfare, depends mainly upon keepers’ experience or the application of other zoos’ examples of daily practice. That’s why an algorithm based on some theoretical premises may be very useful for choosing the exact method of enrichment. We define the term “zoo environmental enrichment” as any impact resulting in improvement of the animals’ psychological state, so it may include not only increasing, but sometimes decreasing, stimulation. Psychological welfare comes from the ability to display specific activities (with necessary releasers), and from the optimal level of nonspecific arousal (according to Yerkes-Dobson’ law). Therefore, we may improve animal welfare by adequate manipulations of the arousal level through varying either the intensity of stimulus or the animals’ sensitivity to stimulation. Such sensitivity dramatically increases when the stimulus is unpredictable and decreases if the animal can control the stimulation. The lack of animals’ psychological welfare may be detected by such signs as a decrease in exploratory behavior and locomotion activity, a vacuum/lack of instinctive activity, aggressive and destructive activity, stereotypies, apathy, a change in fur condition, weight loss, etc. Based on these observations, we suggest an algorithm to determine the level and quality of stimulation needed for the animals. Besides, we discuss the universal classification of environmental enrichment tools and recommendations on optimal choices depending on the situation. In the concluding remarks, we illustrate the application of our principles, analyzing some examples of the successful impact of our tools on the psychological state of Moscow Zoo’s mammals.