The 25-year-old has been linked with a move to Manchester United in the off-season, while Paris Saint-Germain have also been credited with an interest in the Colombia international.
According to reports in the Spanish press, Zidane remains unconvinced by Rodriguez, although club president Florentino Perez considers the midfielder as one of the squad's 'untouchables'.
Be that as it may, it seems Rodriguez will be staying at Real for at least one more season.
"I do not want him to leave, he is a Madrid player, he just wants to play more, but you have to do what he is doing and work," Zidane told reporters.
"I hope to play him more this year, but I want everyone to give the maximum, and then I decide every game.
"And I have 25 players, so I do not have anything against James, people always ask me the same. James is well in Madrid."
Rodriguez made 17 starts and a further nine appearances from the substitutes bench in La Liga last season, netting seven goals and providing eight assists.