Morata re-joined the La Liga giants from Juventus in the summer of 2016 and scored 20 goals in 43 appearances to help Real to win both La Liga and the Champions League.
However, the 25-year-old recently revealed that he decided to join Chelsea in the summer after growing frustrated with his role as a reserve under Zidane in big matches.
The current Chelsea star pointed only started 14 La Liga games through the whole campaign and was unused substitute in crucial Real's clashes against Barcelona in La Liga and Bayern Munich in the Champions League.
"I played lots in my home, with my team, with my friends. We won the league and Champions League. I played lots of games but always with the B unit," Morata said to Fiebre Maldini as quoted by AS.
"I never asked to be a starter, Madrid is another planet. But I didn't play and knock-out games in the Champions League, neither against Barcelona, neither against Atletico, or against Sevilla, or against Valencia. Life doesn't end when you leave Real Madrid but I am still a fan of Real Madrid."
But Zidane believes that the Blues striker is wrong to think that he didn't play a big role in Real's last season double-winning campaign.
Questioned during the press conference ahead of the trip to Espanyol on Tuesday [27 February] whether he fears that the likes of Gareth Bale, Marco Asensio or Lucas Vazquez could think like Morata and try to leave Real in the summer, Zidane said: "They can think that but for me, if they think that, they are wrong."
"Because for me there are no small games. There are things and situations in which you have to use one team or one formation. Of course everyone want to play against PSG more than against other teams in the league which is in a lower position in the table. Of course, but if we think that way we're wrong. At the end the important thing is to feel that you have an important role in the team and if you play in 30 or 40 matches you have taken part in winning the league,"
"I think Morata participated very well and did very well last season. I don't know if is an interview that he made with your with another journalist. He has to think that he played in many of the things that he won last season and he did very well. That's what every player must be thinking."