Aguero has been linked with Real Madrid.
Zaba said: "I hope he'll stay here a long time. He's a young player but he's signed a long-term contract and we want to keep him. He's an important player here.
"When I speak to him he always tells me he's enjoying life in Manchester at this club. He's here to win trophies and to help make this club bigger. I think he's going in the right direction.
"And we all know how important he is for this club - he was brilliant last season.
"I see him every day. His family were here for Christmas, he had a really good time with them. The private life is always important. If you have problems off the pitch, it's not easy. Everyone can have problems.
"He's working really hard for the team and he scored probably the most important goal for this club in the last 50 years. Every fan will have Sergio in his heart."