Zidane returned for a second spell in charge at the Santiago Bernabeu in March 2019, 10 months after departing the club in the aftermath of guiding them to a third successive continental crown.
His return has not always been plain sailing with Madrid ending last season third in LaLiga, 19 points adrift of arch-rivals Barcelona while both Spanish giants - who are tied atop the table - have been largely underwhelming this term.
And Zidane suggested he has learned from both his time away from the game and the club's recent, relative struggles.
He told reporters: "Yes, I think I'm better. I feel like I have developed. In life too, as a person.
"You learn from situations, from the people around you. I make sure to listen to the people who are alongside me, and my aim to is to keep on progressing."
Atleti beat Barca 3-2 in Thursday's second semi-final and Zidane is expecting a difficult encounter.
"They're a side who have always shown how strong they are," he said.
"They defend well, but they also attack very well, too. Both Atletico and Barcelona are very strong teams, so we were always going to have to be on our mettle."
Zidane refused to dwell too deeply on the story dominating the sporting agenda in Spain: Xavi's potential return to Barca as coach at the end of the season.
The Frenchman said the speculation surrounding his Barca counterpart Ernesto Valverde came with the territory.
He told reporters: "That happens to all of us as coaches. What he's going through is something we all go through as coaches."