The France legend picked out the midfielder as the man to watch on Saturday, but warned of the threat posed by underdogs Borussia Dortmund having lost to them in the 1997 final
The former Real Madrid and Juventus midfielder feels the Germany international is the standout player as the German giants prepare to go head-to-head at Wembley on Saturday.
"Schweinsteiger's [my favourite]," he told Bild. "A hard-to-pronounce name - but a very great player for me!"
Zidane was in the Juventus side tha lost to Dortmund in the 1997 Champions League final, when the Bundesliga side triumphed 3-1, and he is well aware of the threat that BVB pose as the underdogs in the game.
"Borussia Dortmund at the time hadn't had a great season and the team was getting older, guys like [Jurgen] Kohler and [Andreas] Moller, but they were still great and deservedly won," he said of the '97 final.
"That shows a lot can happen in one match. A final is just one match. A lot of people make Bayern Munich favourites but I will always remember my first final and how we lost despite being hot favourites to win. That was against Dortmund, too.
"This year, just like Bayern, BVB have a great mix of young and experienced players. All are perfectly trained and have strong technique. Both teams have continuously shown the best football in Europe. Both German sides deserve to be in this final."
The European final between Bayern and Dortmund kicks off at 20:45CET on Saturday.