Zidane stepped down at the end of the 2020/2021 season even though he still had a year remaining on his contract.
The 48-year-old won three Champions League trophies and one La Liga in his first spell as manager. He added another La Liga title in his second spell in charge of the club.
However, Los Blancos went trophyless for the first time in 11 years this season, finishing second on the La Liga table and getting knocked out of the Champions League at the semi-final stage by Chelsea.
In an open letter to Real Madrid fans via Spanish publication AS, Zidane said: "Dear Real Madrid fans, for more than 20 years, from the first day I arrived in Madrid and wore the white shirt, you’ve shown me your love. I wanted to write this letter, to say goodbye to you and explain my decision to leave the coaching job.
"I’m going, but I’m not jumping overboard, nor am I tired of coaching. In May 2018 I left because after two and a half years, with so many victories and so many trophies, I felt the team needed a new approach to stay at the very highest level. Right now, things are different. I’m leaving because I feel the club no longer has the faith in me I need, nor the support to build something in the medium or long term.
"I understand football and I know the demands of a club like Real Madrid. I know when you don’t win, you have to leave. But with this a very important thing has been forgotten, everything I built day-to-day has been forgotten, what I brought to my relationships with the players, with the 150 people who work with and around the team.
"I’m a natural-born winner and I was here to win trophies, but even more important than this are the people, their feelings, life itself and I have the sensation these things have not been taken into account, that there has been a failure to understand that these things also keep the dynamics of a great club going. To some extent I have even been rebuked for it.
"I want there to be respect for what we have achieved together. I would have liked my relationship with the club and the president over the past few months to have been a little different to that of other coaches. I wasn’t asking for privileges, of course not, just a little more recollection.
"These days the life of a coach in the dugout at a big club is two seasons, little more. For it to last longer the human relationships are essential, they are more important than money, more important than fame, more important than everything. They need to be nurtured.
"That’s why it hurt me so much when I read in the press, after a defeat, that I would be sacked if I didn’t win the next game. It hurt me and the whole team because these deliberately leaked messages to the media negatively influenced the squad, they created doubts and misunderstandings.
"Luckily I had these amazing lads who were with me to the death. When things turned ugly they saved me with magnificent victories. Because they believed in me and knew I believed in them."
