El Nacional reports that it is because Zidane could be keen to sign Manchester United forward, Cristiano Ronaldo, who is enduring a poor second spell at Old Trafford.
The report added that Messi apparently does not want to play alongside his long-time rival, Ronaldo, who played under Zidane at Real Madrid.
Recall that Zidane has been heavily linked with a move to PSG to replace current manager, Mauricio Pochettino at the Parc des Princes.
The Frenchman is said to be the number one target for PSG president Nasser Al-Khelafi as Pochettino is reportedly set to move to Manchester United at the end of the season to replace Ralf Rangnick.
Meanwhile, PSG forward, Kylian Mbappe, is keen to leave the club for Real Madrid at the end of the season.
That could see PSG target Ronaldo as Mbappe’s replacement, with the club likely to make up for the loss of a key figure both on the field and off it.