Despite playing a pivotal role in Egypt's 2008 African Cup of Nations triumph as well as scoring ten goals for Wigan Athletic in the Premier League, there was no room for Zaki in the final race for the prestigious award.
Togo and Arsenal striker Emmanuel Adebayor was named Africa's best player, followed by Ahli playmaker Mohamed Abou-Treika and Chelsea's Ghanaian midfielder Michael Essien.
"CAF's choices raise many questions," Zamalek, the club Zaki left to join Wigan on a season-long loan last summer, said in a statement on their website on Thursday.
"Firstly, why did CAF announce the votes of only 37 coaches of the African national teams although there are 53 coaches who have the right to vote.
"The countries whose votes were not mentioned are the English-speaking ones who follow the Premier League and always give their votes for African players who are based there.
"CAF's choices were a farce and should be dealt with. We have to know who is responsible for what happened."
Egypt coach Hassan Shehata preferred to choose Abou-Treika over Zaki for the award, it was revealed on Thursday.