Zidane attributed the exclusion of the royal duo alongside Audriozola, Rodrigo, Ibrahim Diaz and Mariano Diaz, for an artistic point of view.
Marco Asensio and Fairland Mindy also missed the list due to injury.
Marcelo and Isco returned to the squad after recovering from a recent injury and are expected to play.
Real Madrid suffered a 3-0 defeat to PSG in the opening round.
The list included:
Goalkeepers: Courtois, Arriola, and Altobi.
Line of defense: Carvajal, Milito, Ramos, Paran, Nacho, and Marcelo.
Midfielders: Kroos, Modric, Casimiro, Valverde and Isco.
Up front: Hazard, Benzema, Vasquez, Jovic, and Vinicius Junior.