Zinnia provides a command for importing export files from WordPress.
http://codex.wordpress.org/Tools_Export_SubPanel
Once you have the XML file, you simply have to do this.
$ python manage.py wp2zinnia path/to/your/wordpress.xml
This command will associate the post’s authors to User and import the tags, categories, post and comments.
For the options execute this.
$ python manage.py help wp2zinnia
Zinnia also provides a command for exporting your blog to WordPress in the case you want to migrate on it.
Simply execute this command :
$ python manage.py zinnia2wp > export.xml
Once you have the XML export, you can import it into your WordPress site.