Rumours suggest that the 32-year-old feels that Los Blancos have not kept their promises with regards to a new contract for the five-time Ballon d'Or winner.
When asked about Ronaldo's situation, Zidane told reporters in a press conference: "We know people what are saying, but what Cristiano has to do is think about playing, like he always does. I just want to talk about his performance and what he can bring to the team on the field.
"Cristiano is at his club, where he should be. The club, the fans and everyone loves him. I always say the same, I can't imagine Real Madrid without a Cristiano. The footballing side is what interests me the most. People are talking about this at a difficult time talk for the team, but we still believe that things are going to change."
The former Manchester United star's current contract at Madrid expires in 2021.