Call your doctor at once if you have any of these symptoms while taking zidovudine: pain in your upper stomach, itching, loss of appetite, dark urine, clay-colored stools, or jaundice (yellowing of the skin or eyes). Zidovudine can lower blood cells that help your body fight infections and help your blood clot.ess serious side effects may include: 1  sleep problems (insomnia); 2  mild nausea, constipation; 3  joint pain; 4  headache; or. 5  changes in the shape or location of body fat (especially in your arms, legs, face, neck, breasts, and trunk).