Speaking ahead of the match against Real Sociedad, Zidane was questioned about statements from Gareth Bale's agent about his future, Marca reported.
"No, I don't want to answer, I'm the coach of Real Madrid and he does his job," the Frenchman insisted.
"I have to think about the game, playing well, that's what worries me."
Journalists continued to press the coach on a conversation reported to have taken place between Zidane and Bale this week regarding his future.
"I won't tell you anything about it, private conversations are private," he said defiantly.
"It's what I have to do with all of the players, but it stays internal.
"Did I talk to him? Maybe no or maybe yes; with the players I talk about other things, not just the future."
Bale's departure would surely lead to more money in the transfer kitty in the summer, and Zidane couldn't hide his hopes for the months ahead.
"Is it exciting? Yes, and for me more than anyone, I have to tell people as the coach that we will always think about doing things well," he explained.
"We've won a lot and that will continue. The history of this club will always keep growing.
"As a coach I say that next year we will have hope to win many things, we will give our all in our work, win because of that work; you have to work a lot and well.
"We will do all we can because the fans are proud of their team."
One of those additions may be Paul Pogba, who continues to be linked with a move to Spain.
"It's not just me that likes him, everyone likes good players," he responded when asked about his compatriot.
"He's a Manchester United player and I won't talk to you about players.
"Other players also have their own futures up in the air, including Marcos Llorente and Brahim Diaz.
With nothing left for Madrid to play for, many fans have been boosted by the failure of arch-rival Barcelona to lift European silverware, though Zidane was reluctant to criticize his counterpart.
"It's very difficult to win the Champions League and we know what we did was impressive, winning four in five years is a bit special, it was difficult and complicated until the last minute," the coach remembered.
"We value that a lot, but all titles are important, LaLiga [Santander] allows you to be good in other competitions because it's the day to day.
"What do I think of the criticism of [Ernesto] Valverde? Fair or not, he knows about it. What he's done until now, he's done phenomenally.
"We can't doubt what he's done, his work, whether it's fair or not I can't say; you have to accept it because that's how it is."