Madrid playmaker Isco struck a treble in Spain's 6-1 thumping of Argentina at Atletico Madrid's home, the Wanda Metropolitano, on Tuesday.
Isco was also involved in a Thiago Alcantara goal as Spain ran riot, although the midfielder appeared to aim a dig at Zidane in a post-match interview.
"It's the first time I scored three goals and, of course, I am very happy," Isco said after his hat-trick.
"When you do not have continuity with your team, the matches with the national team give me life.
"Here I have the confidence of the coach, in Madrid maybe I have not won it. I want to show that I am a good player.
"Julen shows me confidence with minutes. I do not have the confidence that a footballer needs [at Madrid], maybe the problem is me that I did not know how to win Zidane's confidence."
Argentina should have taken the lead, Gonzalo Higuain missing a brilliant early chance before Diego Costa opened the scoring.
And with the World Cup less than three months away, Isco was keen to note Spain have work to do if they are to repeat their 2010 success.
"Despite the result, it has not been easy," Isco added.
"Do not forget that this is a game of preparation and there is a long road ahead."