James is on a two-year loan at Bayern.
"The figures are there to be interpreted and every coach has their preferred players which I understand," said James.
"I don't know whether I can say I had a closeness with Zidane but each coach has his preferences. I can't say whether he was unjust with me but there is no point thinking any more about that."
"As a player (Zidane) was my idol. He was a great player, with a lot of quality and I admire those that play good football.
"It was sad the way I left as Real was a dream for me but football is like that, where one day you are where you want to be and the next..."