Los Blancos made the announcement via a short statement on their official website.
It is not known how long Zidane will be absent from the Madrid dugout but he will definitely not be on the sidelines for what has become a potentially crucial LaLiga clash at Deportivo Alaves on Sunday (AEDT).
Zidane's position as head coach at Madrid has come under increased scrutiny in the wake of the shock 2-1 extra-time defeat to third-tier Alcoyano in the Copa del Rey on Thursday (AEDT).
Madrid was crowned LaLiga champion in the heavily disrupted 2019-2020 campaign but is seven points adrift of leader and city rival Atletico Madrid, which also has a game in hand.
The Copa capitulation in midweek led to Spanish paper Marca leading with the headline "No one escapes this embarrassment".
After Alaves, Madrid faces Levante on 31 January (AEDT) and travels to Huesca a week later in what looks a critical period for Zidane's long-term future at the club.