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We study Landau-Zener transitions in a qubit coupled to a bath at zero temperature. A general formula that is applicable to models with a nondegenerate ground state is derived. We calculate exact transition probabilities for a qubit coupled to either a bosonic or a spin bath. The nature of the baths and the qubit-bath coupling is reflected in the transition probabilities. For diagonal coupling, when the bath causes energy fluctuations of the diabatic qubit states but no transitions between them, the transition probability coincides with the standard Landau-Zener probability of an isolated qubit. This result is universal as it does not depend on the specific type of bath. For pure off-diagonal coupling, by contrast, the tunneling probability is sensitive to the coupling strength. We discuss the relevance of our results for experiments on molecular nanomagnets, in circuit QED, and for the fast-pulse readout of superconducting phase …