Your argument seems fine to me, however the wording is a bit strange. (See Arturo's comment).
Here is an alternative: (It is not better or worse, just different)
We know $0\leq \alpha=\inf \\{ a/n:\ n\in\mathbb{Z} \\}$. Suppose $\alpha>0$. Then choose $N\in\mathbb{Z}$ so large that $\frac{a}{N}<\alpha$. That is, choose $N>\frac{a}{\alpha}$. Then $\frac{a}{N}$ is in the set, but is smaller then $\alpha$. Hence $\alpha>0$ is impossible, so we conclude $\alpha =0 $.