In a post on the social media site, he said his personal challenge this year would be to build a "simple AI" similar to the butler Jarvis from the film Iron Man.
Mr Zuckerberg plans to share his progress over the course of the year.
Last month, he made headlines for plans to give away 99% of his Facebook stake.
He had to defend his philanthropic venture - launched to celebrate the birth of his daughter- after critics argued that it could provide a way for the founder to avoid paying tax on the sale of his shares.
On Monday, Mr Zuckerberg said he would start to build the AI with technology that is already out there and teach it to understand his voice to control everything in his home from music and lights to temperature.
"This should be a fun intellectual challenge to code this for myself," Mr Zuckerberg said.
"I'll teach it to let friends in by looking at their faces when they ring the doorbell," he said. "I'll teach it to let me know if anything is going on in Max's (his daughter's) room that I need to check on when I'm not with her."
It is now a long time ago, but I've been trying to remember my two periods of paternity leave.
I dimly recall clumsily changing nappies, making endless cups of tea for visitors, and a mixture of immense joy and total weariness. What I'm sure I did not do is come up with a plan for a personal robot assistant.
Read Rory's full analysis here.
For Facebook, he added that the system would help him visualise data in virtual reality and help him build better services, as well as lead his company.
His announcement comes as Facebook is in the midst of AI initiatives such as building an assistant through its Messenger app for users.
The tech billionaire said a part of the motivation behind this year's challenge was the reward of building things yourself.
His previous personal challenges have included learning Mandarin, reading two books a month and meeting a new person every day, he said.
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The pontiff has supported the Buenos Aires-based team since he was a boy.
A delegation travelled from the Argentine capital to the Vatican with the trophy.
San Lorenzo recently won the Copa - South American club football's most prestigious competition - for the first time in the club's 106-year history.
Earlier in the week, Pope Francis said: "I am very happy about it, but, no, it is not a miracle.
"For me, San Lorenzo was the team all my family supported. My father played in the basketball team and when we were kids, we sometimes went to the stadium with mum," he added.
San Lorenzo beat Paraguay's Nacional 1-0 on 13 August to secure a 2-1 aggregate victory.

Scott Diver, 16, from Clydebank, West Dunbartonshire, was last seen at his home on Saturday 17 September.
The teenager, who is 5ft 7in tall, with a slim build, dark hair and blue eyes, is said to need regular medication.
The CCTV images show Scott walking in Clydebank's Dalmuir Park, towards the Mountblow Road entrance, at about 14:53 on the day he went missing.
Insp John Mullen said: "The two images we are issuing today have been identified as Scott - this is the last confirmed known sighting of him.
"As the weather was favourable that day, there were a number of people within the park who may have seen Scott.
"I would urgently ask anyone who remembers being in the park and who might have seen Scott to get in touch with us. Even if you don't believe you may have seen Scott in the park please contact the police as you may have information that is pertinent to our inquiry."
Insp Mullen said that given the length of time Scott had been missing police and his family "remain concerned for his welfare".
He added: "His family and friends are very distressed at his disappearance. He is a young boy who is vulnerable and needs to be home with his family."
Insp John Mullen said that anyone with information could contact police at a dedicated email address: scottdiverinquiry@scotland.pnn.police.uk
Facebook founder Mark Zuckerberg has said he plans to build artificial intelligence (AI) to help him around the house and with his work.
[NEXT_CONCEPT]
Pope Francis has been presented with the Copa Libertadores trophy by players and officials of Argentine side San Lorenzo.
[NEXT_CONCEPT]
Police have released new CCTV images of a vulnerable teenager who has been missing for more than two weeks.