Sequences with good correlation properties are of substantial interest in many applications. By interleaving a perfect array with shift sequences, a new method of constructing binary array set with zero correlation zone (ZCZ) is presented. The interleaving operation can be performed not only row-by-row but also column-by-column on the perfect array. The resultant ZCZ binary array set is optimal or almost optimal with respect to the theoretical bound. The new method provides a flexible choice for the rectangular ZCZ and the set size.