The 20-year-old has reportedly emerged as a transfer target for the 13-time European champions who have struggled for a constant source of goals since the departure of Cristiano Ronaldo.
Zidane previously spoke about Mbappe's desire to play for Los Blancos, although that did not sit well PSG sporting director Leonard who expressed his annoyance with the comments.
However, the Los Blancos manager is convinced he has done nothing wrong with his remarks about the 2018 World Cup winner.
“I’ve said nothing, just what the player said, that his dream was one day to play here,” Zidane said, according to Daily Mail.
“Everyone does what they want. I’ll not say anything else. I simply said what the player said one day, that his dream would be to wear the Real Madrid jersey.
"I say it again and I would say it every day. I have nothing more to say about Leonardo, I can say whatever I want.”