The Brazil international caused a stir when he claimed earlier in the autumn that he will be moving to England when his current deal expires at the end of the season.
And, although he admits there has been no concrete decision, Zubizarreta says discussions with the player are in the works.
"We've done nothing in that respect," he told AS. "We're talking about the contract with him. We'll see what the road is we'll take. It's also influenced by the decision of Fifa [the transfer ban].
"The best thing is that we come to see an incisive Dani, that's important."
Zubizarreta is also adamant there have been no offers for Pedro, despite reported interest from the Premier League for the forward.
"There's nothing in my office and we've not put him on the market," he said.
Full-back Douglas was signed during the summer as a potential successor to Dani Alves in the future, but Zubizarreta has warned not to expect too much from a player who has just left the Brasileirao.
"Sometimes we have to sign people less well known. He's an interesting player because he gives us options in attack and is good in defence," he added.
"But, coming straight from Brazil, the leap is not easy."