A star player for Madrid, Zidane has translated that success to the dugout with seven trophies as head coach since replacing Rafael Benitez in January 2016.
And Madrid are the only club for the 45-year-old Zidane, who was asked if he would ever coach Barca.
"I've got my white heart and I'm not going to change," Zidane told reporters.
"Many have asked me to be in another place and it's not for me, I'm here.
"I'm only thinking about what I'm doing at the moment and, with respect, nothing else."
Madrid are seven points adrift of leaders Barcelona following the international break, with the Catalan giants away to Atletico Madrid on Saturday.
"I'm focused on beating Getafe, and whatever happens [between Atletico and Barca], happens," Zidane said. "I'm not after any result in particular; we're just concentrating on closing the gap."
Reflecting on his previous 99 matches in charge of Spanish capital club Madrid, Zidane added: "I think the biggest thing I've learned is that you must take advantage of things and you must do that by working hard every single day you are here.
"The most beautiful moment for me so far here has been winning La Liga. You fight for that every day, it is a tremendously difficult thing to do and winning it is the ultimate feeling."