The 25-year-old, who has been linked with Wigan after impressing at the African Nations Cup in Ghana earlier this year, is involved in a dispute with club chairman Mamdouh Abbas, who has vowed to block any possible transfer by Zaki away from the club.
Zaki now plans to take the case to world governing body FIFA and his agent Nader Shawki is confident his client will prevail.
"I cannot understand how (the FA) came to that decision," Shawki told FilGoal.com.
"FIFA rules state that a player has the right to annul his contract if the club failed to fulfil its terms.
"That's why I have already started contacting FIFA and I am sure we will win the case."