Take a sharp knife and trim off the green fennel stalks and the bottom part of the bulb. Keep the green stalks for later. Then cut the fennel bulb lengthwise into quarters. Now, cut each quarter crosswise into small pieces.
Put a pan on medium heat, add the diced onion, peeled and diced zucchini and the fennel and cook in olive oil for 5 minutes until translucent.
Add the vegetable stock, bay leave, star anise and cover with a lid. Let it cook for 25 minutes until the vegetables are soft.
Remove from the heat, take out the bay leaf and star anise. Mix the soup with a hand blender or counter top food processor to a very smooth puree. Add the cream and season with pepper and extra salt and blend again.
Serve in a bowl and decorate with the green fennel fronds.