According to reports in the Sun, the ex-Juventus and Real Madrid star will even consider the idea of taking the top job for his nation.
Zidane said: "France manager? Why not? It would not be bad. Anything is possible in life."
The Frenchman enrolled into the Centre of Law and Sports Finances at Limoges, with ex-Leeds midfielder Olivier Dacourt one of his classmates.
Course joint-chief Gerard Coudier gave an insight towards how Zidane would be fitting into the programme, saying: "Former players speak three languages fluently - they know what a player's contract is all about, they understand how agents and intermediaries work and they also know the limits.
"What characterises Zidane, a man completely successful in his life, is curiosity. He doesn't need to come here, it's not an imperative need.
"That shows that he comes here, curious and modest at the same time, because he wants to learn. It's a dream to teach someone like that."
The ex-player will be taking units like 'Economy of Profesional Sports' and 'Marketing and Communication of Club Brands'.
Zidane said: "It's a new stage and I want to learn."
This recent turn of events have marked a U-turn over his previous comments in 2006 that he had no intention to become a coach.