The France international has emerged as Los Blancos’ top target this summer.
Zidane has already spent lavishly since the end of last season, but more big-name arrivals are expected.
Pogba is viewed as the missing piece of the jigsaw and the La Liga heavyweights will keep pushing to snare him.
Premier League clubs can only buy and sell up to August 8.
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“Real Madrid want Man Utd star Paul Pogba”
In contrast, European sides will be able to do business until the end of the month.
“We have to respect things,” he told Spanish daily AS. “With the club we know what we want and what can happen until August 31 we can make changes, departures and also that they can come.
“I will not go into that. You have to respect some things.”
When asked if a player with Pogba’s qualities is high on his agenda, Zidane offered a cryptic reply.
“I seem silly because I always answer the same,” he added.
“The important thing is that with the club we know what we want to do and we are in it…”
Pogba’s agent, Mino Raiola, claimed last week that his client has been keen to leave Old Trafford for a while.
“The player [Pogba] has done nothing wrong,” the Italian said.
“He has been respectful and professional in every way and always.
“The club has known his feeling for a long time.
“It is a shame other people only like to criticise without the right information, and I am also sorry that the club does not take any position against this.
“Hopefully there will be soon a satisfying solution for all parties.”
Starsport understands Manchester United now value the midfielder as high as £180m despite his eagerness to leave the club.
He cost a then world-record £89m from Juventus in 2017.
The Old Lady have been touted as potential suitors once more, but Real remains his likely destination.