Zidane was linked with the France manager's job but Didier Deschamps made a decision to continue in the role following their World Cup triumph.
Zidane, 46, turned his hand to coaching in 2014 with Real Madrid's Castilla side, and was promoted in January 2016 following Rafael Benitez's exit.
Mourinho lamented the absence of players to work with during the preseason and the lack of acquisition of transfer targets, saying it would be a "difficult season" for the Red Devils due to minor spending compared to rivals like Manchester City and Liverpool.
United manager Jose Mourinho has expressed his frustration over the club's transfer activity on multiple occasions, with goalkeeper Lee Grant, midfielder Fred and defender Diogo Dalot the only new arrivals ahead of this season.
In this photo taken on August 8, 2018, former England and Manchester United football player Paul Scholes attends a promotional event in which he signed as Principal of the 433 Token cryptocurrency initiative in Hong Kong.
United's executive vice-chairman Ed Woodward was unable to strike a deal for either player Tottenham's Toby Alderweireld and Bayern Munich's Jerome Boateng who were both wanted by Mourinho.
Last month, reports claimed that United have shortlisted Zidane as one of the candidates to replace Mourinho if the 55-year-old leaves at the end of the season.
United have failed to win the Premier League title since the retirement of Sir Alex Ferguson in 2013.