Zola has been linked with Lazio ever since Edy Reja's departure.
"The last real contact between Zola and Lazio was in February, after Reja resigned," agent Fulvio Marrucco told Radio Sport 24.
"Since then we have not heard from the club. Gianfranco was in Munich on Saturday for the Champions League Final as a guest of Chelsea. The fact Lazio director of sport Igli Tare was also at the Allianz Arena fuelled rumours they were meeting.
"The Lazio option is still possible, but there are several clubs in Italy and abroad who are interested in Gianfranco, so he will certainly be on a bench next season.
"No Coach would say no to Lazio right now, but anyone who chooses Zola begins a long-term project with staff up to the task and working methods at the vanguard in every aspect.
"Gianfranco has worked in two Premier League campaigns. The ideal for him would be a medium-high level club. This year we had contact with medium-low sides, but they were not taken into consideration."