We present the first on-sky segmented primary mirror closed-loop piston control using a Zernike wavefront sensor (ZWFS) installed on the Keck II telescope. Segment cophasing errors are a primary contributor to contrast limits on Keck and will be necessary to correct for the next generation of space missions and ground-based extremely large telescopes, which will all have segmented primary mirrors. The goal of the ZWFS installed on Keck is to monitor and correct primary mirror cophasing errors in parallel with science observations. The ZWFS is ideal for measuring phase discontinuities such as segment cophasing errors and is one of the most sensitive WFSs, but has limited dynamic range. The vector-ZWFS at Keck works on the adaptive-optics-corrected wavefront and consists of a metasurface focal plane mask that imposes two different phase shifts on the core of the point-spread function to two orthogonal light polarizations, producing two pupil images. This design extends the dynamic range compared with the scalar ZWFS. The primary mirror segment pistons were controlled in closed loop using the ZWFS, improving the Strehl ratio on the NIRC2 science camera by up to 10 percentage points. We analyze the performance of the closed-loop tests, the impact on NIRC2 science data, and discuss the ZWFS measurements.