Nasri is currently in the middle of a season-long loan at Sevilla from Manchester City and the Frenchman has impressed in Spain this season - scoring twice in 11 La Liga appearances for the Europa League winners.
Zidane, meanwhile, has led Real Madrid to a record-equalling 39-game unbeaten run in all competitions, with Los Blancos currently top of the pile in Spain and through to the knockout round of the Champions League.
When questioned on whether he would like to play under Zidane, Nasri replied "of course" as he described the "incredible" career that the former midfielder has had.
"Yes, of course. That would mean I would be playing for Real Madrid. It is rare that a player that is so good can become that good of a coach too. His career is simply incredible," Nasri told Onze Mondial.
"In his first 32 games, he was ahead of [Pep] Guardiola, [Manuel] Pellegrini and [Jose] Mourinho in points won [in La Liga]. He also won the Champions League, is currently sitting top of La Liga and is unbeaten for many games. He is having an incredible season."
Real Madrid will set a new Spanish record of 40 games unbeaten if they avoid defeat to Sevilla in Thursday's Copa del Rey last-16 second leg at the Estadio Ramon.