The former midfielder recently vacated his role of sporting director at the Santiago Bernabeu after the Portuguese boss revealed on Saturday that his colleague had "said goodbye more than two months ago".
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However, Zidane maintains that despite the reduced contact between him and Mourinho, the two remain on good terms, while also confirming he is still at the club for the time being.
"My relationship with Mourinho is the same as it's always been. I'm still working at Real Madrid, with the youth academy," the World Cup 1998 winner told Marca.
"In the meantime, I'm working towards my coaching badges, and then we'll see what happens next year. I said a long time ago that I wanted to be a coach."
Los Blancos encounter Deportivo La Coruna later on Sunday. Kick-off is scheduled for 19:50CET.