The Belgian has scored 18 goals and assisted 10 this term for his side.
Reports have suggested Real are interested in the 24-year-old who signed a new five-and-a-half-year deal at Stamford Bridge in February.
"I enjoy everything he does on the pitch," said former Real and France striker Zidane, 42.
Hazard, who joined Chelsea in 2012 from Lille for £32m, is on a par with Barcelona's Lionel Messi and Real's Cristiano Ronaldo, according to Zidane.
He told FIFA.com: "There are players I keep an eye on and who I like a lot, like Messi and Ronaldo.
"They're fantastic players, but I like Hazard a lot too."
Hazard has been nominated for Sunday's PFA Player of the Year award and scored the winner against Manchester United on Saturday.
"I like the way he carries himself, " said Zidane. "That decisive streak in him and the fact that he's improving every year.
"He can still get better too, and I think he's a big reason why Chelsea are top of the table.