James scored Madrid's second in Saturday's dramatic 4-2 La Liga win against Athletic Bilbao as the hosts made it four league wins from four at the Santiago Bernabeu during his tenure.
The Colombia international was a somewhat peripheral figure under Zidane's predecessor Benitez, with the pair disagreeing over the player's fitness regularly during his brief spell at the helm.
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With James enjoying some impressive form in a wide attacking role in Gareth Bale's absence, the 24-year-old revealed that the squad have enjoyed the transition to Ballon d'Or winner Zidane.
Asked about his fitness, Rodriguez is quoted by AS: "Yes, I am much better. This helps a lot and I do not think it's just me.
"The coaching change has been good for everyone. Not just for me. He talks a lot with everybody and I think it's good for our play.
"[Zidane] gives you more encouragement to play well and know what you are worth."
Following the win over Athletic, Madrid play away at Roma on Wednesday in the first leg of their Champions League last-16 tie.