This fixed it for me:
$ sudo chmod -R 755 /usr/local/share/zsh/site-functions
Credit: a post on zsh mailing list
EDIT: As pointed out by @biocyberman in the comments. You may need to update the owner of site-functions
as well:
$ sudo chown -R root:root /usr/local/share/zsh/site-functions
On my machine (OSX 10.9), I do not need to do this but YMMV.
EDIT2: On OSX 10.11, only this worked:
$ sudo chmod -R 755 /usr/local/share/zsh
$ sudo chown -R root:staff /usr/local/share/zsh
Also user:staff is the correct default permission on OSX.
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