The Frenchman was the most notable absentee from Saturday's training session ahead of Madrid's trip to the LaLiga strugglers.
Karim Benzema was the most notable absentee as Real Madrid held their final training session on Saturday before Sunday evening's trip to Rayo Vallecano, with the club later confirming that the striker has been ruled out with a hamstring injury.
"Following the tests carried out on our player Karim Benzema by the Real Madrid medical department, he has been diagnosed with a muscular injury to his left biceps femoris," Los Blancos said. "His recovery will continue to be assessed."
Although Madrid are strong favourites against a Rayo side that has endured a tough season and is staring relegation in the face, the Frenchman has been Madrid's most consistent performer and goalscorer since Zidane's return.
Los Blancos' place in the top four looks a done deal, but they will still be keen to improve on a disappointing 0-0 draw with Getafe - currently in a three-way battle with Sevilla and Valencia for fourth spot - as Zidane continues with his plans to overhaul the squad in the summer.