Fine-grained visual reasoning requires multimodal large language models (MLLMs) to identify task-relevant visual evidence and ground their reasoning in local image regions. Existing agentic methods typically rely on reinforcement learning with verifiable rewards or supervised fine-tuning on large-scale annotated reasoning traces, leading to costly exploration, hand-designed verification rules, or heavy dependence on textual supervision. A natural way to avoid such external answer labels is to learn from trajectories sampled by the student itself, which points to On-Policy Distillation (OPD). To understand what OPD can and cannot provide for visual reasoning, we revisit it as negative-free stop-gradient alignment. This perspective shows that, although OPD provides effective token-level correction, its ceiling is constrained by the absence of trajectory-level discrimination. Motivated by these observations, we propose V-Zero, an answer-label-free framework for visual reasoning with contrastive evidence gating. V-Zero uses no annotated textual answer labels; instead, during training it pairs a question-relevant regional crop with a negative visual view to evaluate student-sampled trajectories and gate dense token-level distillation. Experiments on multiple visual reasoning benchmarks show that V-Zero consistently improves fine-grained visual reasoning while preserving strong generalization. Notably, V-Zero is more than 5times faster than previous supervised fine-tuning methods and more than 10times faster than reinforcement learning baselines. Code and dataset will be released at https://github.com/eVI-group-SCU/V-Zero