The travelling party includes all of the Frenchman's first-team players except defenders Pepe and Raphael Varane, who are both currently sidelined by injury.
Raúl flies to Munich with Real Madrid team
Los Blancos were joined on their flight to Bavaria by Real legend Raúl González, who is being strongly linked with a return to the club in the summer.
Madrid will be based at the same hotel in which they stayed when they beat Bayern 4-0 in the second leg of the tournament semi-finals in 2014.
The LaLiga side will train at the Allianz Arena at around 19:00 CEST, with Zidane giving his pre-match press conference prior to the session (approximately 18:20).
Real Madrid squad to face Bayern Munich:
Keylor Navas, Casilla, Yáñez; Carvajal, Ramos, Marcelo, Nacho, Coentrao, Danilo; Kroos, James Rodríguez, Casemiro, Kovacic, Modric, Marco Asensio, Isco, Lucas Vázquez; Cristiano Ronaldo, Benzema, Bale, Morata, Mariano.