"I am not proud of what happened in 2006. I am not advising anyone (player) to behave in the same manner," said the 43-year-old Zidane to a query at the fag end of a press meet here.
The final was the French football legend's last ever appearance as a player.
Zidane, who guided France to its first-ever World Cup title in 1998 with two goals in the summit clash against Brazil, is on his first ever visit to India with his wife Veronique as "wellness ambassador" of "Kanakia Paris", which is a French-themed residential project coming up in the Bandra-Kurla Complex.
"I tell them you have to control yourself as provocation will always be there (from rival players). But it's part of life to make mistakes, but you have to learn from your mistakes," said Zidane, who guided Real Madrid to the UEFA Champions League crown this year on his debut as the club's manager.
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Zidane, among the greatest footballers in the history of the "Beautiful Game", said winning the Champions League as manager of Real Madrid gave him a "huge satisfaction" while as a player it was "wonderful" to win it (in 2002).
Zidane, wearing an Indian-style band-gala, was cautious
when talking about politics, FIFA scandal or racism in football.
"Euro is a great competition. It's a moment of unity (for the continent)," he said when asked about the terrorist attack on Paris some months ago.
"I don't want to talk about it. I don't want to be disturbed by what we hear every day," was the way he put it to the interpreter in French while answering queries on the corruption scandal that has enveloped the world governing body for the game.
"It exists, but I have not faced it. But I cannot imagine life without a mix of origins (in and out of football)," said the France-born son of Algerian immigrants.
He steered clear of the controversy over racism surrounding the French team picked for Euro 2016 that commenced today in his home country.
"I respect the selection of the team. France team may be young, but the players in it are experienced playing in different leagues. They have the capacity to win the tournament.
He also did not commit himself when asked who he would back to win the Euro 2016 although he indicated that Belgium appeared to be well-balanced.
"It depends on how the teams begin in the competition. Everybody is ready to go. Belgium is one of the excellent teams," he remarked.
Asked what he had seen in Mumbai, he said he had come only yesterday and was committed to the task on hand till today.
"I am happy with the welcome we received on arrival here. It was on expected lines. I am free (to explore) from tomorrow. It's an opportunity to discover India as this is my first visit," he said.