The Manchester United midfielder was heavily linked with a move to the Santiago Bernabeu ahead of the 2019/20 campaign.
European clubs have until Monday to complete their transfer business, but Madrid's hopes of acquiring Pogba were severely diminished as soon as the English window closed in the first week of August.
And los Blancos' failure to add the Frenchman to their squad has infuriated Zidane, who was hoping to work with his compatriot this season.
Zidane believes the Madrid hierarchy never truly wanted to sign Pogba and wasted too much time and effort on pursuing other targets.
The Madrid manager feels let down by president Florentino Perez, and their relationship could suffer as a result.
Get the best features, fun and footballing frolics straight to your inbox every week.
Thank you for signing up to Four Four Two. You will receive a verification email shortly.
There was a problem. Please refresh the page and try again.