I'm not able to connect the site to CloudFlare

I'm not able to connect the site to CloudFlare. I'm getting the following error:

CloudFlare is connected, but it appears you don’t have any active zones for this domain.
Double check your domain has been added to Cloudflare and tap re-check when ready.

This is also causing performance issues with my site (you can see if you'll check if with Pingdom Tools)