There is no question of divided loyalties for Beckham during the decider in Kiev on Saturday, as Madrid take on the arch-rivals of United.
"To have been successful as a player and now to be successful as the boss, the big boss, is incredible," he said.
"I just want to wish Zizou, the boss, the president, the club good luck in the Champions League final.
"And please beat Liverpool, please!"
Zidane has guided Madrid to success in each of the previous two Champions League finals, and the team could become the first side since Bayern Munich in 1976 to win UEFA's biggest prize three times in succession.
"We suffered and worked a lot to make it to the final," he said.
"There has been a lot of sacrifices, a lot of work, a lot of personal investment from everyone.
"Once I decided to become a coach I thought nothing is impossible. Being a coach of Real Madrid, I knew we could achieve great things."
The Blancos will be under pressure to deliver a hat-trick of European triumphs, with Beckham conceding that the competition means everything to those at the Santiago Bernabeu.
He added: "There’s certain clubs throughout Europe, throughout the world, that have special relationships with big competitions and when you’re a Real Madrid player there’s something about Champions League nights that’s special.
"The atmosphere is different, the fans are different, there is an expectancy throughout the club to do well in this competition.
"Real Madrid have had that their whole history, they’ve had a special relationship with the Champions League."