Zdovc first worked as a basketball coach in the 1997–98 season, with Comet Slovenske Konjice, where he worked as an assistant. That was still during his active playing career, but during a time in which he was not playing, due to a long-term injury that he suffered while he was playing with the Turkish Super League club Tofaş. After he retired from playing professional club basketball in 2003, Zdovc started his full-time basketball coaching career as the head coach of the Croatian Premier League club Split Croatia. He stayed the head coach of Split Croatia until 2004, and led the team to a first-place finish in the Croatian Cup. In the 2006–07 season, he was the sports director of Union Olimpija.
On 14 June 2017, Zdovc was named as the head coach of the Croatian club Cedevita Zagreb, as he replaced Veljko Mršić in that role.[10] He was later sacked by the club on 6 June 2018.[11]
On 7 May 2020, Zdovc signed on to be the head coach of the Metropolitans 92 of the French LNB Pro A.[12] Zdovc worked with Žalgiris Kaunas in the 2021–2022 season, though had a very tumultuous season, resigning in April. With Žalgiris, Zdovc won the 2022 King Mindaugas Cup.
In 2009, Zdovc was named the head coach of the senior men's Slovenian national team. He guided Slovenia to a fourth-place finish at the 2009 EuroBasket. In 2014, Zdovc returned to coach Slovenia, after signing a three-year contract to coach the team.[15] He coached Slovenia at the 2014 FIBA World Cup, and the 2015 EuroBasket.
Head coaching record
Legend
G
Games coached
W
Games won
L
Games lost
W–L %
Win-loss %
Note: The EuroLeague is not the only competition in which the team played during the season. He also coached in domestic competition, and regional competition if applicable.