Bale and James have been strongly linked with the Madrid exit throughout the close season, but so far the club have been unable to shift them.
James has been interesting Napoli and Atletico Madrid following his return after two years on loan at Bayern Munich, while Bale almost joined Chinese side Jiangsu Suning last month before the move collapsed.
Colombia international James has not featured once in pre-season for Madrid, while Bale missed their previous three games before coming on as a substitute in Sunday's penalties defeat to Roma, a game that finished 2-2 after 90 minutes.
Zidane is adamant both players can consider themselves part of the squad, though he did little to clarify the future of either.
"James and Bale are players of the squad," Zidane told reporters after the match in Rome. "They are both registered, but anything can happen and I, as a coach of Real Madrid, must count on them.
"I count on them 100 per cent. James has not been summoned [to the squad recently], but this can change. Even before the end of the transfer window, everything can happen."
Although the new season starts next weekend in Spain, the transfer window will remain open until September 2, giving Madrid plenty of time to bring in further additions.
Neymar and Paul Pogba are two players linked with the club, but Zidane was in no mood to entertain speculation.
When asked about Pogba and Neymar, Zidane said: "We are with what we have and we only think about that. Our mind is only thinking about Saturday [the match against Celta Vigo]."