Benzema hasn't represented his country since August 2015 after being caught up in a sex-tape blackmail scandal involving former international teammate Mathieu Valbuena.
In a book published last week, Hollande claimed “morally, Benzema is not an example”.
“In your work you can criticise, but you can't say strange things and it is normal it bothers the player,” Zidane said on Monday on the eve of Madrid's Champions League clash with Legia Warsaw.
“Yes, it is annoying, we have to see exactly what he said, but yes it annoys me.”
Benzema's temporary suspension from playing for France has been lifted following Euro 2016 according to French Football Federation president Noel Le Graet.
However, France coach Didier Deschamps has refused to call up Benzema in his two squads since the Euros, insisting the time is not right for a recall.
“When they took the decision that he is available again then it is problem to hear what he (Hollande) said,” added Zidane.
“I don't share the views of many, but I can't change that.”
Hollande was also critical of the general attitude and lack of feeling between the French squad and public.
However, French international and Madrid defender Raphael Varane insisted he wasn't perturbed by the president's words.
“I am not going to respond to what he has said in the press,” said Varane.
“Those words didn't really bother me.”
On the field, Zidane's men bounced back into form in style with a 6-1 thrashing of Real Betis on Saturday to end a run of four straight draws.
Another goal fest is expected at the Bernabeu on Tuesday when Legia visit having conceded eight and failed to find the net in their two opening matches in Group F against Borussia Dortmund and Sporting Lisbon on their return to the Champions League after a 21-year absence.
However, Zidane warned against the sort of complacency that cost has already cost his side in draws against Villarreal and Eibar at home so far this season.
“It is a 50-50 game and we have to play very well to make life difficult for them from the beginning.
“This club is in the same competition as us, so there is not a gulf (between the sides) for me, although many people say there is.”
Zidane confirmed James Rodriguez is fit to return from injury, but the Colombian will likely have to make do with a place on the bench after Isco scored twice against Betis.
Sergio Ramos, Luka Modric and Casemiro remain out injured, so Zidane is expected to name an unchanged side