This work mainly focuses on spatial decay properties of solutions to the Zakharov–Kuznetsov equation. For the two- and three-dimensional cases, it was established that if the initial condition u0 verifies 〈σ⋅x〉ru0∈L2(σ⋅x≥κ), for some r∈N, κ∈R, being σ be a suitable non-null vector in the Euclidean space, then the corresponding solution u(t) generated from this initial condition verifies 〈σ⋅x〉ru(t)∈L2σ⋅x>κ−νt, for any ν>0. Additionally, depending on the magnitude of the weight r, it was also deduced some localized gain of regularity. In this regard, we first extend such results to arbitrary dimensions, decay power r>0 not necessarily an integer, and we give a detailed description of the gain of regularity propagated by solutions. The deduction of our results depends on a new class of pseudo-differential operators, which is useful for quantifying decay and smoothness properties on a fractional scale. Secondly, we show that if the initial data u0 has a decay of exponential type on a particular half space, that is, ebσ⋅xu0∈L2(σ⋅x≥κ), then the corresponding solution satisfies ebσ⋅xu(t)∈Hpσ⋅x>κ−t, for all p∈N, and time t≥δ, where δ>0. To our knowledge, this is the first study of such property. As a further consequence, we also obtain well-posedness results in anisotropic weighted Sobolev spaces in arbitrary dimensions.Finally, as a by-product of the techniques considered here, we show that our results are also valid for solutions of the Korteweg–de Vries equation.