The forward has been limited to 17 league starts this season due to a serious ankle injury and repeated muscle problems and was absent from training the day before Real's final home game of the season against Sevilla on Sunday.
He is still recovering from a calf tear sustained against Barcelona on April 23.
"He's still training indoors, with some discomfort," Zidane told a news conference.
"We have to take it day by day but for now he's not with us and I don't know when he will be, but I hope it's soon."
Madrid are locked on 84 points with Barcelona at the top of the La Liga standings, but are currently second due to an inferior head-to-head record.
They have a game in hand, however, which is against Celta Vigo on Wednesday and seven points from their final three matches will see them lift a first title since 2012.
Sevilla ended Real's 40-game unbeaten run earlier in the season with a 2-1 win although have gone off the boil since then, winning three of their last 10 matches. Zidane, however, still urged his side to take no chances on Sunday.
"It's another chance to pick up points and continue on the great path we are on," added the Frenchman.
Zidane could become the first Real coach to lead the Spanish giants to a league title and European Cup in the same season since 1958, after his side saw off Atletico Madrid in their Champions League semi-final on Wednesday.
"It's a game (v Sevilla) that's just as decisive as the others we have left and we're going to do everything to get the three points," Zidane said.
"We have a better chance than ever (to do the double), four games to win the league and Champions League, but we still haven't won anything, we have to continue on the same path and keep working.
"We're in this position because of how we've worked all season but we want to keep working and think about what we have left to do. The hardest part is still to come."
(Reporting by Richard Martin; Editing by Toby Davis)
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