The Egyptian international produced a match-winning performance to give Dortmund a 3-0 home victory over Monchengladbach in the Bundesliga on Saturday.
He created the opener for Kevin Grosskreutz before scoring twice himself to take his tally to five league goals.
Zidan was also Egypt's liveliest performer in the 3-1 friendly defeat by England at Wembley on Wednesday, giving the Pharaohs a first-half lead with a clinical finish.
"I know that there are prominent European clubs who are interested in signing me, especially after the England game," Zidan said in an interview with Modern Sport.
"It's a dream for me, my family and my country to become the first Arab player to play in a leading European team.
"My agent told me that I have a big chance of joining a high-profile club, that's why I did my best against Monchengladbach to prove my worth."
English side Arsenal were mooted as possible suitors for the 28-year-old, who did not confirm whether they were really interested in bringing him to Emirates Stadium.
However, he said he dreams of playing for a team of the Gunners' caliber.
"I love the way they play. Joining them will be a dream come true," Zidan, who was an integral member of the Egyptian side who won the African Cup of Nations in January, added.