However, the forward hinted he would stay at the club after being part of the launch for the 2018-19 home kit, tweeting he was "proud to wear the jersey and to continue giving you joy".
"I'm sure he'll stay, he's a Paris St Germain player". It said his father met Real directors in December on the day Cristiano Ronaldo received the Ballon d'Or in Paris.
Neymar remains sidelined with a foot injury but his debut campaign in France resulted in a stunning return of 28 goals and 16 assists prior to his season-ending injury sustained in February.
"It's the last game of the season at our stadium and we want to give our fans one last treat by winning the match", Zidane said in quotes reported on the club's official website.
Real Madrid boss Zinedine Zidane has repeatedly played down rumours linking Neymar with a switch to the Bernabeu.
The fact that the Premier League side have a strong relationship with United supporter Neymar Santos senior, father and agent of the player, will also greatly aid their chances of convincing the Brazilian to make the move.
"It is clear that Daniel Alves's call up for the period of preparation, friendlies and consequently the World Cup, is impossible", said the Brazilian Football Confederation CBF.
"The friendship that we had was something very handsome". "I am very happy with the season just gone". The move always seemed odd, as Neymar is one of the best players in the world, and he should be testing him at the highest level, even if it means he can't be the main man.
"So many things have been positive, and I also take the negative things as it helps in the growing process of the club, but also mine".