James was frustrated to be taken off for Isco with 18 minutes remaining of his side's thrilling 4-2 away La Liga victory on Wednesday.
The Colombia international had produced a fine display, scoring the opener, assisting Alvaro Morata's hat-trick goal and creating a total of four chances for his team-mates.
But despite Marcelo attempting to calm him down, James' let his anger be known when Zidane opted to replace him, walking straight past the head coach before punching the dugout after sitting down.
The substitution meant James has still only completed the full 90 minutes in two league matches this season and Zidane insisted he understands his player's frustration.
"I have not spoken with him - it is normal that a player wants to play the full 90 minutes," Zidane said at his post-match media conference.
"These are things that happen and that is it. I don't have anything against James, quite the opposite.
"It is true that he isn't on the pitch as much, but he is offensive and works hard.
"It happens with Karim [Benzema] too. I am happy with him and it is normal that he is annoyed to be substituted.
"He played well and I am pleased with that. I do things for the good of the team, I understand his annoyance but he is going to keep being important."
10 - James Rodriguez is La Liga midfielder with the most assists this season (12), after Toni Kroos (14 - all competitions). Value. pic.twitter.com/znr6GnIVp4— OptaJose (@OptaJose) April 5, 2017
Marco Asensio – who set up James' goal - was another Madrid fringe player who starred as Zidane made nine changes for the game, resting the likes of Cristiano Ronaldo and Gareth Bale ahead of crucial matches against Atletico Madrid, Bayern Munich and Barcelona in the weeks ahead.
"Asensio had a great game, we all know about his quality," said Zidane.
"All of the players have it tough. We need everyone. You talk about substitutes and starting players, but we are all in the same boat together.
"It is clear that I am happy, but it is because I have a great squad."
Madrid are two points clear of Barca at the top of LaLiga with a game in hand as they move closer to winning a first league title since 2012.