The Colombia international made the move to the Bundesliga giants at the start of the season on a two-year loan deal after finding game time hard to come at the Santiago Bernabeu.
He even came up against his parent club in this week's UEFA Champions League semi-final, providing the assist for Bayern's opener, only to end up losing 2-1 as the Galacticos rallied at the Allianz Arena.
Suggestions had been made that Zidane had fallen out with James, leading to his departure from Madrid, but the Galacticos boss insists that was not the case.
"I didn't want James to go, he decided to go. I never had any problem with James and it's more about what is said in the press," Zidane told reporters.
"I think he will be motivated because he is a football player. He doesn't have to prove anything to anyone. Anyone that thinks I am against James is wrong. He will want to go out and prove himself but because he likes football and that's it."