Zidane was linked with a return to his native France throughout the final stages of the 2013-14 season, with Ligue 1 club's Monaco and Bordeaux potentially offering the 41-year-old a route into management.
Former team Bordeaux, where Zidane spent four years before joining Juventus, were close to prizing the Frenchman away from Madrid after president Jean-Louis Triaud admitted negotiations had taken place.
But speaking to La Sexta after the 'legends' match between Real and Inter Milan, Zidane outlined his intention to continue working in Spain, having just completed his first season as Carlo Ancelotti's right-hand man.
"Right now I'm here and I am going to continue at Real Madrid. We'll see what happens...", he said.
"I'm enjoying my first experiences of coaching – it's not quite the same as playing but I'm enjoying it."
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