The structure of AF-ZrF4 system (A(+) = Li+, Na+, K+) compounds in the liquid state is studied using an approach combining EXAFS spectroscopy with molecular dynamics simulations. A very good agreement is observed between the two techniques, which allows us to propose a quantitative description of the liquids. From the Zr4+ solvation shell point of view, we observe a progressive stabilization of the 7-fold and then of the 6-fold coordinated complexes when passing from Li+ to Na+ and K+ as a "counterion". Particular attention is given to the systems consisting of 35 mol % of ZrF4. At that particular composition, the ZrF62- complex predominates largely whatever the nature of the alkali. The calculated vibrational properties of this complex are in excellent agreement with a previous Raman spectroscopy experiment on molten KF-ZrF4. The most important differences are observed for the lifetime of these octahedral units, which increases importantly with the size of the monovalent cation. On a larger scale, an intense first sharp diffraction peak is observed for the Zr4+-Zr4+ partial structure factor, which can be attributed to the correlations between the octahedral units formed.