Poachers broke into a zoo in Paris and killed a rhino for its horn. The zoo's two other rhinos weren't hurt.
ZSL Whipsnade is home to a herd of greater one-horned rhinos and white rhinos.
They're kept in secure enclosures guarded by full time security teams who do regular patrols.
They told us: "Our security teams at ZSL London Zoo and ZSL Whipsnade Zoo are aware of this tragic incident, and will be increasing their on-site patrols."
Rhino horn can be sold illegally in places like China and Vietnam for huge amounts of money.
It's believed this is the first time poachers have targeted a rhino in a European zoo.
Newsround spoke to several other zoos across the UK who told us they're also looking at increasing or reviewing their security measures.
Read Newsround's guide to poaching here.
The UK's biggest zoo has told Newsround they are increasing security patrols for their animals, after an incident at a French zoo.