Zidane is a citizen of France and a citizen of Algeria.
He may be but you should take the time to look up his statement after the 1998 World Cup win. It was telling as to how he feels about being a French citizen.
Here.
As the son of two Algerian immigrants, the 34-year-old is proud of his North African roots, dedicating France’s 1998 World Cup win to “all Algerians who are proud of their flag and all those who have made sacrifices for their family but who have never abandoned their own culture”
http://www.timesonline.co.uk/article/0,,28783-2263995,00.html