France international Varane missed last weekend's 3-0 win at Deportivo La Coruna and Zidane confirmed his absence was due to an adductor injury sustained during the first leg of the Supercopa de Espana win over Barcelona.
Varane battled through the return fixture at the Santiago Bernabeu but is still feeling the effects – something of a problem given Sergio Ramos' suspension for a red card collected during the closing minutes at Riazor.
It leaves Nacho as Madrid's only fit senior centre-back, with Zidane suggesting midfielders Casemiro and Marcos Llorente are ready to fill in.
"Varane wants to play but he has a problem. We do not want to take risks, as it could make things worse," he told a pre-match news conference.
“We have four centre-backs but we have a problem now [because] we only have one available. Casemiro and Marcos have played there. We'll have a solution.
"[Varane's injury] is muscular. It's his adductor. It happened to him against Barcelona in the Supercopa, in Barcelona.
"It's been 15 days, he's trained, he's had a break and in the end it's better for us not to risk him and give him time to solve his problem.
"Let's hope that in the international break he can think about his recovery and that's it."
Varane's compatriot Karim Benzema is set for another break during international fixtures, as his exile from France team continues.
Benzema was not considered for selection at Euro 2016 in the aftermath of being charged in connection to an alleged blackmail attempt targeting former international colleague Mathieu Valbuena.
In July, France's Court of Cassation ruled in Benzema's favour, but the striker did not feature for Didier Deschamps' men despite being made available by the French Football Federation for the entirety of last season.
"Didier Deschamps must answer these questions and decide which players come and which don't," Zidane said.
"You know what I think about Karim Benzema. In sports terms he is one of the best strikers in the world but the rest is not for me to decide
"In any case, I think the ban [from the FFF] that Benzema went through is a thing of the past and I can't speak any more about it
"Karim is an exceptional player and he shows it every weekend, home and away. We can always count on him."