Manchester United star Pogba, who has been in Dubai as part of his recovery from an ankle problem, was photographed meeting Zidane during his trip to the region for the Dubai Artificial Intelligence in Sport (DAIS) Conference and Exhibition.
United boss Ole Gunnar Solskjaer insisted he had "no problem at all" with one of his most important players being pictured speaking with the head coach of a club which is among the favourites to try to sign him.
Pogba was heavily linked with a move to Madrid in the previous transfer window after indicating he wanted a new challenge and it is likely the France international will be the subject of rumours once more in January.
Zidane is not prepared to look ahead to the next transfer window just yet, but he would not go into detail about his chat with his compatriot.
"It was pure chance," he said when asked about the meeting. "He was there and I was doing the talk and, as we know each other, we spoke. But it's personal — I'm not going to tell you what we talked about.
"We've known each other for a long time, we crossed paths, we stopped, and we talked.
"There are a lot of options, for every club [in January]. When we come to this date, the clubs will decide. We're going to play with 11 players tomorrow [against Real Mallorca] and there will be players on the bench. We'll find a solution.
"We'll be able to sign players until the end of January, but what matters to me is the game [against Mallorca]. I'm not thinking about reinforcements. That's a long way off."
Zidane's immediate concern is Sunday's (AEDT) trip to Mallorca, which Madrid will make without the injured Luka Modric, Gareth Bale, Toni Kroos and Lucas Vazquez.
Zidane hinted he may choose to call on Federico Valverde in midfield, given his limited options.
"Modric won't be there, Bale won't be there. Kroos won't be with us, either, nor will Lucas," he said. "We're always playing, travelling and we never stop, so this can happen.
"[Valverde] is very good, like everyone, but we have 25 players and I have to choose the 11 and the 18 for every game. He can play box-to-box and that's important. He has personality, he wants to do well all the time, he's very demanding of himself and that's good for improvement."
Given Karim Benzema's form this season, it looks unlikely striker Luka Jovic will make only a third LaLiga start since his reported €60 million ($98 million) transfer from Eintracht Frankfurt.
Zidane, however, insists the 21-year-old will get his chance to impress.
"He's not discouraged. He knows the situation," he added of Jovic, who has played just 218 minutes this season for his club.
"He's a player who just arrived and he's much better, he's speaking Spanish bit by bit, training well and I will be using him. He's not played much so far, but I'll use him."