The cosmological constant problem is examined within the context of the covariant brane-world gravity, based on Nash’s embedding theorem for Riemannian geometries. We show that the vacuum structure of the brane-world is more complex than General Relativity’s because it involves extrinsic elements, in specific, the extrinsic curvature. In other words, the shape (or local curvature) of an object becomes a relative concept, instead of the “absolute shape” of General Relativity. We point out that the immediate consequence is that the cosmological constant and the energy density of the vacuum quantum fluctuations have different physical meanings: while the vacuum energy density remains confined to the four-dimensional brane-world, the cosmological constant is a property of the bulk’s gravitational field that leads to the conclusion that these quantities cannot be compared, as it is usually done in General Relativity. Instead, the vacuum energy density contributes to the extrinsic curvature, which in turn generates Nash’s perturbation of the gravitational field. On the other hand, the cosmological constant problem ceases to be in the brane-world geometry, reappearing only in the limit where the extrinsic curvature vanishes.