Zambian President Edgar Lungu has been diagnosed with Malaria and acute stress after collapsing during International Women's Day celebrations.

The 58-year-old leader, who came into power in January following President Michael Sata's death last year was rushed to a military hospital in the middle of a march past at Heroes Stadium in Lusaka, the capital of the southern African nation.

Following his discharge, Lunga took to the podium to address the country on ZNBC, the network that covered the proceedings live, urging Zambians not to panic.

"I am not feeling too well, but it is not something that should worry the nation... the proceedings should continue... I will see you tomorrow," he said.

Lunga later revealed that he was under strict instructions from doctors to rest.

"I am feeling much better and I have been told I have high levels of fatigue and should take some rest. There is nothing to worry about," he said in a statement.

Lunga's predecessor Sata died in office on 28 October 2014 following an undisclosed and prolonged illness. He was 77 years old.