Zidane is currently in charge of the Real Madrid Castilla side and has been mooted as a possible long-term replacement for Carlo Ancelotti at Santiago Bernabeu.
The Real legend has been joined by former Bayern defender Willy Sagnol, Bernard Diomede, Claude Makelele, Claude Le Roy, Franck Thivillier and Guy Lacombe on a three-day visit to Bavaria.
The party will watch training sessions planned for Tuesday and Wednesday at Bayern, who are 10 points clear at the top of the Bundesliga and facing a UEFA Champions League quarter-final against Porto.
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