Preheat the oven to 425ºF. Line a baking sheet with parchment paper.
Lay the asparagus in a single layer on the baking sheet. Drizzle with the olive oil and sprinkle with the capers. Sprinkle with salt.
Bake until the spears are softened and the tips begin to brown, about 15 minutes. Remove from the oven, sprinkle with the lemon zest and juice, and serve.