Asensio and Isco have found themselves out of the Real Madrid side under Zidane this season.
Zidane has preferred Karim Benzema, Cristiano Ronaldo and Gareth Bale when fit over Isco and Asensio.
The Frenchman has offered the trio unwavering support despite their poor form.
Benzema in particular has been out of sorts, scoring just twice in La Liga all season.
And Diario Gol claim Asensio and Isco have had enough and are ready to join Alvaro Morata in London if Zidane is still Madrid boss for next season.
Zidane is under huge pressure having dropped to fourth and 19 points behind Barcelona.
But Florentino Perez is a big fan of the Frenchman after he won back-to-back Champions League titles and La Liga last term.
Joachim Low and Mauricio Pochettino have been linked with the job but Zidane could seal a stay of execution if he beats PSG in the last 16 of the Champions League.
Asensio’s frustration is such that he was even ready to join Liverpool last month but the move was blocked by Zidane.
And Asensio and Isco know that if Zidane stays he will give everything to sign Eden Hazard in the summer making their places in the team even more unlikely.