Filipovic attended the practice with some Zamalek officials but refused to talk to reporters before leaving.
His Egyptian agent, Mohamed Aboul-Ezz, told FilGoal.com that a meeting between Filipovic and the club administration would take place on later on Saturday to finalize the deal.
Aboul-Ezz said that if the deal was sealed, Filipovic would be introduced to the press on Sunday morning in the club headquarters.
Tens of Zamalek fans attended the practice and gave a warm welcome to midfielder Moetazbellah Mohamed 'Eno' and goalkeeper Abdul-Wahed Al-Sayed who were out of action recently.
The 53-year-old coach played for Red Star Belgrade and Benfica, where he was chosen among the best foreign players in the club's history.
As coach, Filipovic led Portuguese side Boavista in the late 1980s and steered the team into the UEFA Cup in 1991 when they toppled Inter Milan from the first round.
He was also the assistant coach of the Yugoslavian national team in the 1998 World Cup and EURO 2000.