Peel and quarter the onion. Peel and halve the garlic. Peel the orange and cut it into large cubes. Wash the zucchini and cut into large cubes.
Cook the onion, garlic, orange and zucchini in a medium saucepan with 2 tablespoons of oil for 5 - 10 minutes. Add the coconut milk and let it simmer again briefly. Then add the spices and puree. Season to taste and season if necessary.