New photometric observations of the Algol type binary system RZ Cassiopeiae were obtained in the B and V filters. The new light curves of the system were analyzed using the Wilson-Devinney code. As expected, the light curves of the system exhibit short-period oscillations due to pulsation of the primary component. The computed light curves have been subtracted from the observed ones to obtain the residual light curves. The frequency analysis was performed on the residual light curves using a computer package called PERIOD 04 (Lenz & Breger 2005). As a result of this analysis, we found that the primary component of RZ Cas shows multi-periodic pulsations.