In a telephone interview Zoff also told ANSA he had “no idea” what happened.
“I am definitely surprised, a week ago everything was fine and [Mancini] was in charge of all the national teams and today he resigns,” said Zoff.
“I really have no idea what could have happened.
“The national side needs a robust figure now, after the last two World Cups in which it did not take part.”
However, according to Zoff, Italy need to return to “the front line, not only in Europe, but also in the world”.
Former Napoli coach Luciano Spalletti and former Italy and Tottenham coach Antonio Conte among the most likely candidates to replace Mancini.
Spalletti said he would be stepping down as Napoli coach at the end of the season after leading the team to victory in last season’s Serie A.
It was the third Italian championship crown in the history of the Naples side, and their first since 1990, when late great Diego Maradona played for them.
Conte coached Italy between 2014 and 2016 and in March he left Tottenham Hotspur by “mutual agreement”, reportedly after a breakdown in relations with players.
He had been expected to leave the team when his contract expired at the end of the season.
Other potential candidates to replace Mancini include 2006 World Cup champion Fabio Cannavaro, whose coaching career has mainly been in China with a brief stint at Benevento in Italy’s Serie B last year; and Mancini’s assistant Daniele De Rossi.
There are also rumours of a possible agreement between Figc and Juventus to bring the Turin team’s coach Massimiliano Allegri to the national side.
ANSA