Real allowed Morata to sign for Chelsea without bringing in a like-for-like replacement, and it could be a decision that comes back to haunt them following a slow start to the season.
Real are already four points behind Barcelona in La Liga, with critics now claiming that the lack of a 'number 9' is hurting them.
To rub salt in the wounds, Morata has started well at Chelsea, chipping in with three Premier League goals already.
"It's true that when you look at the players you had, like [Alvaro] Morata and Mariano, and when you see that now you only have [Borja] Mayoral that you might think we lack a number nine," Zidane told reporters.
"That might be the case, but it wasn't possible [to bring in another]. I would have liked Morata to stay, but he wanted to play more and to leave.
"It wasn't possible to sign another player, but I really believe in [Borja] Mayoral, as he is hungry. We also have Karim [Benzema] and Gareth [Bale]. We will get by with all of the players that we have."