The following proof is due to Dedekind.
Assume the contrary, i.e that $ \zeta_n $ and $ \zeta_n^p $ have distinct minimal polynomials over $ \mathbb{Q} $, say $ f $ and $ g $. Then, both of these minimal polynomials divide $ x^n - 1 $, so we have an equality
$$ x^n - 1 = fgh $$
Gauss' lemma implies that we have $ f, g, h \in \mathbb{Z}[x] $. Then, we may reduce both sides of this equation modulo $ p $. We find
$$ x^n - 1 = \bar{f} \bar{g} \bar{h} $$
where $ \bar{f} \equiv f \pmod{p} $. The formal derivative of the LHS does not vanish by the assumption that $ p $ does not divide $ n $, therefore the RHS has distinct roots. This implies that $ \bar{f} $ and $ \bar{g} $ are coprime.
On the other hand, the polynomial $ g(x^p) $ has $ \zeta_n $ as a root, therefore $ f(x) | g(x^p) $ in $ \mathbb{Q}[x] $. We then have
$$ g(x^p) = f(x) h_2 (x) $$
where, once again, we may assume $ h_2 \in \mathbb{Z}[x] $ by Gauss' lemma. Reducing this equation modulo p and using the identity $ (a+b)^p = a^p + b^p $ yields
$$ \bar{g}(x^p) = (\bar{g}(x))^p = \bar{f} \bar{h_2} $$
But then, any irreducible factor of $ \bar{f} $ has to divide $ \bar{g} $, contradicting coprimality.
The following lemma makes our use of Gauss' lemma precise:
Lemma. Let $ f = gh $ with $ f \in \mathbb{Z}[x] $ and $ g, h \in \mathbb{Q}[x] $, with all polynomials monic. Then, $ g, h \in \mathbb{Z}[x] $.
Proof. We may multiply $ g $ and $ h $ by appropriate integers $ \alpha $ and $ \beta $ so that $ \alpha g $ and $ \beta h $ are in $ \mathbb{Z}[x] $. We have
$$ \alpha \beta f = (\alpha g)(\beta h) $$
The content of the LHS is clearly $ \alpha \beta $, since $ f $ is monic and in $ \mathbb{Z}[x] $. Therefore, $ \alpha \beta = c(\alpha g) c(\beta h) $ by Gauss' lemma. On the other hand, since $ g $ and $ h $ are monic, $ c(\alpha g) $ divides $ \alpha $ and $ c(\beta h) $ divides $ \beta $. These facts imply that $ c(\alpha g) = \alpha $ and $ c(\beta h) = \beta $, therefore $ g $ and $ h $ are in $ \mathbb{Z}[x] $.