With less than a year to run on his current deal, talks over a new contract have long broken down.
This week, Donnarumma has been left at home in Paris as PSG prepare for tonight's Super Cup against Tottenham.
And last night, the Italian announced his departure on social media, pointing the blame for breakdown at coach Luis Enrique.
"I don't understand what could have happened, especially since his contribution was paramount," Zoff told ANSA. "The situation is unclear as is the reason for such a serious decision.
"Also because PSG's Champions League success is partly thanks to him. Of course, I'm surprised. Perhaps there are contract or renewal issues, but I have no specific information."
On criticism of Donnarumma's ability with the ball at his feet, Zoff is dismissive.
He also said: "I don't think so. They're excuses. If a goalkeeper plays well with his feet, all the better, but you have to start from the basics, namely saving.
"From what I've seen, he won the Champions League with a notable contribution. More than that..."