The 45-year-old was quickly linked to taking over his nation, who under Didier Deschamps are considered among the World Cup favourites.
But Zidane said his decision to leave Madrid had nothing to do with potentially leading his country.
"I didn't stop to want to take the team of France. I stopped to make a parenthesis.
"I'm behind the French team. We want it to bring back a second title."
Zidane claims to have made no decision on his immediate future as yet, with a welcome break being enjoyed after a stressful but successful period at the Santiago Bernabeu helm.
Quizzed on what he has planned at a promotional event, the 1998 World Cup winner said: "I've got my feet up and am feeling good.
"I don't know what I'm going to do.
"The most important thing is the decision I've taken, the rest we'll see."
France begin their 2018 World Cup campaign against Australia on Saturday before meetings with Peru and Denmark in Group C.