According to Spanish outlet Sport, the French boss is "worried" by James' poor performances and believes it could be a psychological issue.
The 24-year-old has undoubtedly been out of form this season—under both Zidane and previous manager Rafael Benitez—and seems a long way from the player who lit up the World Cup in 2014.
Since Zidane took over the top job at the Bernabeu in early January, Rodriguez has been used only sparingly, and Jese's impressive performances have put his first-team spot further in jeopardy, per Bleacher Report's Sam Tighe:
Per Sport, Zidane is concerned about James' physical fitness as well, while the former Monaco man has also been involved in some controversial off-field incidents that could be affecting his form.
What is in little doubt is that the playmaker has not shown the type of form this term that persuaded Real to buy him in 2014.
His first season at the club was a great success—he scored 13 goals and provided 13 assists in La Liga, per WhoScored.com—but his 2015-16 performances have caused concern, and Zidane is now looking for a solution.
A fully fit and high-performing James will be essential if Real are to win the Champions League this season, their only realistic chance of silverware as they are now nine points back from Barcelona in La Liga.
Despite his poor form, the Colombia international has still been an effective creator this season in the Spanish top flight, per WhoScored:
James Rodríguez: Has made a key pass more often (every 22.4 mins) than any other player with 5+ La Liga apps this season— WhoScored.com (@WhoScored) February 21, 2016
He is one of the most skilful players in Zidane's squad when on form, and it is no surprise that the Frenchman is looking at every possible solution to his current problems.