You probably build it with the standard phpize instead of the zend server phpize.
search for /usr/local/zend/bin/phpize (path could be different on your machine).
then change the path in the phalcon installer (~line 55 - 62):
#Clean current compilation
if [ -f Makefile ]; then
make clean
/usr/local/zend/bin/phpize --clean
fi
#Perform the compilation
/usr/local/zend/bin/phpize && ./configure --enable-phalcon && make && make install && echo -e "\nThanks for compiling Phalcon!\nBuild succeed: Please restart your web server to complete the installation"