Former Tottenham winger Bale has been linked with a return to England throughout a difficult campaign for the Merengues.
France defender Varane could also be heading for the Bernabeu exit, with Manchester United thought to be at the front of the queue for the World Cup winner’s signature.
Zidane admitted that changes to the playing squad will be required in the off-season, but wasn't willing to divulge details.
“I find that talk disrespectful,” he said.
“This is not something we talk about even though there are lots of journalists and newspapers discussing this, for us it is not important.
“We are aware we need to make changes and that is something that the club will carry out, but I'm not here to talk about players we don't feel are important.”
The French coach backed Bale and Varane to play a future role in Madrid, while also throwing his support behind Marcelo, another player who has been linked with a departure at the end of the season.
A report in Goal suggested that Madrid will demand that Varane’s €500 million release clause (around £429 million) is met in full by any suitors this summer, as they have no desire to lose the player.
“Gareth Bale has to face whistles, just as I did, but he has the personality to overcome this and show his talent,” Zidane said.
“Specifically, I do not want Raphael to leave because he has the perfect profile, he has been here for eight years, has won everything but he is still young.
“He has not said anything to me and we all know he is at the best club in the world so I do not know anything more than this.
“Marcelo is a player we need, he is very talented and whom we always have the highest respect and demand for, he has been questioned but we all know how fantastic he is.”
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