The Egypt striker has just returned from an unsuccessful four-month loan stint at Hull, where he failed to score any goal and the club were eventually relegated to the English second division.
In the 2008-2009 season, Zaki made a very promising start to his Wigan adventure but suffered a dip in form in the second half of the season and left the club on a low note.
The 27-year-old, nicknamed the Bulldozer for his physical attributes, has no intention of moving abroad on loan contracts.
"I will no longer accept such deals, even if they came from English clubs. I will just leave Zamalek on permanent deals," he said on Friday.
"The past two years were the worst in my career because I did not have any kind of stability.
"If I joined Wigan on a permanent deal, I would have had the chance to move to one of the top clubs in England because I made a fine impact there.
"But the fact that I was on playing on loan at Wigan shattered those chances," Zaki, who scored 10 Premier League goals with the Latics before some disciplinary problems sealed his fate, added.
Useless Sacrifices
Zaki, who ended his Hull spell prematurely due to injury problems, gave up his dues with the Tigers to terminate the loan deal and play some part in Zamalek's season.
The White Knights finished runners-up to arch-rivals Ahli in the Premier League but still had the Egyptian Cup to play for.
Discussions over whether he can be eligible to play in the cup, having spent the first half of the season at Zamalek before joining Hull in January, took longer than expected.
World governing body FIFA said he was ineligible to play and the 11-time Egyptian champions bowed out at the last 16 stage after losing 3-1 to Ahli.
"I'm very unhappy because my sacrifices were useless. I gave up EGP 1 million and wasted the chance to have a long rest in order to play in the cup," he said.
"I was eager and ready to help the club win a trophy this season but unfortunately things went against me."