We present ZeRONE, a new indoor drone that does not use rotating blades for propulsion. The proposed device is a helium blimp type drone that uses the wind generated by the ultrasonic vibration of piezo elements for propulsion. Compared to normal drones with rotating propellers, the drone is much safer because its only moving parts are the piezo elements whose surfaces vibrate at the order of micrometers. The drone can float for a few weeks and the ultrasonic propulsion system is quiet. We implement a prototype of the drone and evaluate its performance and unique characteristics in experiments. Moreover, application scenarios in which ZeRONE coexists with people are also discussed.