The Frenchman has been linked with a departure in recent weeks following Los Blancos' shaky form in LaLiga and, after Real managed to advance to the UEFA Champions League last 16 on Wednesday night, Zidane hinted that his long-term future might not be in the Spanish capital.
"I am never going to be Madrid's (Sir Alex) Ferguson, that's for sure," Zidane said, according to Goal. "I don't know how long I am going to stay here, I don't think about it.
"I am very lucky to be at this club and I like being happy even in the most difficult times... I have lived in Spain, in Madrid, for a long time and I want to carry on a while longer. Madrid come through under pressure, without pressure... well, that doesn't exist here! We cannot play well all the time.
"We read the game very well, because (Gladbach) are an opponent who can make you pay in the transition and we played spectacularly well. I won't tell you what I said to the players, but all of Madrid can be proud of what they did today on the field."