Well if I was to build a tree house I would make it so it is attached to more than one tree, with a big overhang to prevent climbing, also I would make sure I had an escape/resupply route before going up. also it would be out of the city, away from the majority of zombies. also I'd make sure there are no zombies on my tail when I return.
For entrance/ exit I would use a padlocked hatch. and leading up to it would be a ladder split across the three or so trees that hold up the house, so that it requires some acrobatic skill to ascend to the top.
but in all honesty it was a joke suggestion and I wouldn't actually do it.