We predict a zero-bias anomaly in the differential conductance through a quantum dot coupled to two ferromagnetic leads with antiparallel magnetization. The anomaly differs in origin and properties from other anomalies in transport through quantum dots, such as the Kondo effect. It occurs in Coulomb-blockade valleys with an unpaired dot electron. It is a consequence of the interplay of single- and double-barrier cotunneling processes and their effect on the spin accumulation in the dot. The anomaly becomes significantly modified when a magnetic field is applied.
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