We study soft-gluon corrections for the associated production of a single top quark and a Z boson (tqZ production) at hadron colliders. We find that the radiative corrections are dominated by soft-gluon emission. We derive an approximate NNLO (aNNLO) cross section by adding second-order soft-gluon corrections to the exact NLO result. We calculate the aNNLO cross section at LHC energies, including uncertainties from scale dependence and from parton distributions. We also calculate differential distributions in top-quark rapidity. We show that the aNNLO corrections are significant and they enhance the NLO cross section while decreasing theoretical uncertainties.