Wales international Bale has fallen out of favour at the Bernabeu and featured little in the new Spanish champions’ title-winning run-in.
His omission from the travelling party for the last-16 second leg at the Etihad Stadium fuelled speculation over his future this week, but Zidane says that was the player’s own choice.
Speaking at a press conference, Zidane said: “It was a personal conversation I had with him. He preferred not to play. The rest remains between me and him but he said he didn’t want to play.”
Zidane was pressed further on the matter but refused to elaborate.
“I answered before to explain the situation and I don’t want to add anything else,” he said. “The rest is a private conversation between player and coach. There is nothing else to add.”
Asked if Bale had a future at Real, Zidane said: “I don’t know. Now he is a current player at Real Madrid. That has not changed. He is our player. I respect that and I respect him, like everyone else.
“He preferred not to play. That is the only thing I can tell you. The rest of us are all here, preparing for the game. The only thing we are concentrating on is the game.”