Bale has been linked with a move away from Real Madrid for some time now.
Many expected he'd move to China in the summer, but a potential move to Jiangsu Suning fell through at the eleventh hour.
On Monday, Bale was even reported to be part of a player-plus-cash deal for Manchester City's Raheem Sterling.
Amid constant speculation surrounding Bale's future, Zidane has reassured the media he doesn't want the Welshman to leave in January.
"They say I want Bale to leave in January and it's silly, nobody can take out from my mouth something false," Zidane told a press conference (as reported by Marca).
"I want Bale to stay here until the end of the season, he will also try for Sunday."
Gareth Bale's agent claimed during the summer that the player "has no relationship with Zinedine Zidane".
However, Zidane also denied the idea that Bale and he don't get on.
"I have a good relationship, we say good morning every day and I really love all my players."
Bale is currently sidelined with a calf injury, yet was still selected in the Wales squad for the upcoming European Championship qualifiers.
Zidane commented on the 30-year-old's fitness and whether he will feature for Wales.
"Nothing has changed, at the moment he is not available," he added.
"If he goes with the national team and is recovered, we will see, but I have no doubt that he wants to play with Madrid too."
Bale has contributed two goals and two assists in 518 minutes of football in La Liga so far this season.
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