Zidane's Real Madrid exit 'a little strange' – James
Zidane made the shock announcement at a news conference on Thursday, just five days on from winning his third successive Champions League title, having taken charge of the first team in January 2016.
James, who joined Bayern Munich on a two-year loan deal last year after struggling for regular football under Zidane, says the timing of the former France star's departure was "a little bit strange".
Asked if he was surprised by the news, he told reporters: "A little bit, yes, because he's had three years there where he has practically won everything.
"It's a little bit strange, no? But it was his decision. I think he did good things in all three years."
James' own future has come under scrutiny in the wake of Zidane's decision to leave.
Bayern have an option to sign the Colombia international on a permanent deal during his loan spell, but there are suggestions he could decide to return to Madrid for 2018-19.
Tottenham boss Mauricio Pochettino, former Arsenal manager Arsene Wenger and Madrid youth coach Guti are among the favourites to succeed Zidane at the Santiago Bernabeu.
1 - Zinedine Zidane is the first manager to leave his club after winning the @ChampionsLeague since Jupp Heynckes in 2013 with Bayern Munich. Hit. pic.twitter.com/flIKbFCUML
— OptaJose (@OptaJose) May 31, 2018