Despite being renowned for their ‘Galacticos’ recruitment policy, the reigning La Liga champions having been surprisingly quiet in the summer transfer window.
Funds are in short supply as the financial pinch of a coronavirus pandemic is felt, but Madrid can usually be relied upon to bring in a marquee addition from somewhere.
There is mounting talk that Mexico international Jimenez could be among those that Zidane tries to land before the next deadline passes.
The Frenchman is, however, reluctant to be drawn on gossip and continues to play his cards close to his chest.
Quizzed on the Jimenez links ahead of a meeting with Real Valladolid on Wednesday, Zidane said: “I'm going to answer you: We have this team and I don't know what is happening elsewhere.
“I am focused on the ones we have here. There can be discussions about the rest, but to be clear, I don't know.”
Jimenez is not the only player to have seen a switch to Santiago Bernabeu mooted, but Zidane is eager to point out that he is not expecting much movement prior to the summer window closing.
He added: “Everyone can give their opinion. For me, I always have the best and the best thing is that it is always like that at Madrid.
“The market is open until the 5th [of October]. In the end, we already have a lot [in terms of the size of the squad]. Are you going to put more people here? What for?
“They are all very good. I am happy, really.”
Potential outgoings in Madrid are also being mooted, with Luka Jovic and Borja Mayoral seeing loan moves discussed, but Zidane is giving little away there either.
He said: “I'm not even going to answer you. I'm going to count on all the players who have a first-team contract. Then we'll see.
“You have to take everything into account. Until the 5th the market is open. We will see. The players are fine and that's what interests me.”