The second seed has capitalised on a Paris draw missing defending champion Carlos Alcaraz and hit by the early exits of Jannik Sinner and Novak Djokovic, to reach the semi-finals with a 7-6 (3) 6-1 6-3 win over Spanish teenager Rafael Jodar.
While the 29-year-old now stands two wins away from a first major title after three runners-up finishes, Zverev said he had already won something that mattered more to him.
Asked if he would trade the gold medal he won at the Tokyo Olympics five years ago, Zverev said: "No chance. The gold medal for me is the most difficult thing to win, because you get a chance once every four years.
"It's special in a way that there are so few people that have done it. I think you do it for your country. You do it for the people back home.
"I'll never trade my gold medal for anything, but I wouldn't mind to add a few things to my list as well."