There were rumours that Pjanic had shouted insults at Zeman after scoring a goal, as he has so often been dropped this season.
Baldini said: "Pjanic was not angry at Zeman. This squad is made up of over 22 players and everyone has to compete for a place. The lad clarified the situation and there is nothing to discuss.
"It is normal that someone has to be left out and that they will react to it, as they care about the cause. Pjanic is an exemplary professional."