Yes. Zetia CAN cause hair loss. Be sure and discuss this side effect with your doctor so that the two of you can make an educated decision about whether or not the benefits are worth side effects.
Here is a little information about the drug and some comments about hair loss:
http://experts.about.com/q/Hair-Loss-1012/Zetia.htm
Let me know if you need more help.
Not an active Expert