Zidane received a red card for head-butting Italy defender Marco Materazzi in the 2006 final, the last match of his career, which Italy won 5-3 on penalties after a 1-1 draw.
"It (the sending off) was a very good thing," the former Real Madrid and Juventus playmaker told France Football magazine in an interview released on Tuesday.
"It's good that (Italian keeper Gianluigi) Buffon signalled what I had done to the referee because it was not pretty. I don't know how I could have lived with it had France become world champions and I had stayed on the pitch."
Zidane, who helped France lift the WC in 1998, thought there had been an overreaction to Thierry Henry's handball that led to France beating Ireland and securing a 2010 World Cup place.
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