"I'm not the one who decides when we play and who we play".
Liverpool went on to lose the game 3-1, earning the Spanish giants their third consecutive Champions League title and their 13th overall.
Zidane, 46, joined Real Madrid in 2016 when he replaced Rafael Benitez before leading the team to their 11 Europeam trophy.
Misleading tweets by liberal activists fuel Donald Trump on border issue
Trump tweeted: "Democrats mistakenly tweet 2014 pictures from Obama's term showing children from the Border in steel cages". But it turned out that the photo originally appeared in the Arizona Republic in 2014 - during the Obama administration.
Sat alongside Real president Florentino Perez, the World Cup victor said he felt he had taken the club as far as he could.
He added: "It's a odd moment to do so, I know, but an important one too". "After three years, (the club) needs a change in speech, a new work methodology".
"I love this club dearly and I want to thank the president for the opportunity that he gave me to come and play at this club, this great club".
Zidane was a star on the global stage for France before retiring in 2006, winning the World Cup in 1998., as well as the Euro 2000 and 2002 Champions League for Madrid. He had been an assistant to Carlo Ancelotti when Madrid won the Champions League in 2014. I think it is the right one but I completely understand any reaction. I do not forget the hard times, as well as the good times, and that makes you reflect.