Real Madrid host Barcelona on Saturday with both teams looking to chase down leaders Atletico, with Barca just one point off the top and Madrid two points further back.
Messi has failed to score in the past seven Clasicos, last finding the net in the fixture in May 2018. He has yet to announce a decision on his future, with his Camp Nou contract expiring in June.
"I hope he stays at Barcelona," Zidane said when asked if this could be Messi's last Clasico. "He's fine there, and it's good for the Spanish league too.
"We know the player Messi is, that won't change, even if he doesn't score,
"But we play against Barcelona. It's Madrid-Barcelona. They're all really good. We'll try to overcome their strengths, and we'll try to play a good game with the ball."
Madrid go into the match in arguably their best form of the season, having beaten Liverpool 3-1 in their Champions League quarterfinal first leg in midweek, and have gone nine games unbeaten in La Liga.
Barca's unbeaten league run is even longer, stretching 19 games back to December, but Zidane denied that losing Saturday's Clasico would see either side knocked out of the title race.
"Atletico have an advantage, they're first," he said. "Whatever happens, right until the end, we'll all have to play for the league. Until the end, we won't know. I don't know how many points are left, but it's a lot. Tomorrow they're three points, the same as against Eibar or Cadiz or the rest."
Zidane was also asked about reports linking long-term Real Madrid target Kylian Mbappe with a move to the Bernabeu this summer, after Spain's Deportes Cuatro reported that the forward had decided not to renew his contract at Paris Saint-Germain.
"It's different [with Mbappe] because I know him, we know each other really well and that's all," Zidane said when asked for his reaction. "But he isn't my player and I can't talk about anything... Kylian is a great player, and what he wants to do in the future we'll see. Right now it isn't my concern."