The Andreev reflection induced by Majorana zero mode (MZM) is theoretically investigated, by considering the existence of two coupling manners between the MZM and normal metallic lead, i.e., the direct coupling and the indirect coupling via a quantum dot. We find that in the noninteracting or weak-Coulomb cases, the low-bias conductance can be modulated by the interplay among the structural parameters. As a result, the conductance peak at the zero-bias limit has an opportunity to change into antiresonance in the case of appropriate structural parameters. When strong intradot Coulomb interaction is taken into account, the zero-bias conductance tends to show up as one peak with its width tightly related to the level, Coulomb strength, and the Zeeman splitting of the quantum dot. We believe that this work is helpful for ascertaining the signature of MZM in the Andreev reflection spectrum.