France were dominant for large periods against Italy, but ultimately came away with just a point as the Azzurri hit back. Michael Olise had opened the scoring with a precise second-half free-kick, but a defensive lapse from Les Bleus allowed Alessandro Bastoni to level the game and ultimately earn the Italians a draw.
A late red card for Dayot Upamecano didn't help matters for Zidane.
Nonetheless, the French legend has picked up seven points from his three games in charge, going unbeaten at the start of France's Nations League campaign.
The former Real Madrid manager previously went 40 matches unbeaten in all competitions as Los Blancos boss.
Up next for France will be the visit of Belgium, who currently sit second in the group with six points, having lost 1-0 in the reverse fixture.
Victory would put them well on course to progress beyond the group stage for the third time in their last four Nations League campaigns.