In the summer of 2002, not having the best relations with the then administrative leader of the team, Psomiadis, he decided to leave, taking the big step abroad at the same time.
In 2003, he won the Coupe de la Ligue and in 2004, under Didier Deschamps they made it to the UEFA Champions League Final where they lost to José Mourinho's Porto in Arena AufSchalke, Gelsenkirchen.
In 2006, after 4 full successful years in France, Zikos decided to return to his home country to play for his favorite team, AEK Athens.
Zikos, in an injury plagued year for AEK Athens, helped the team to finish in second place and achieve a Champions League 3rd qualification round berth.
After helping Monaco to the 2004 UEFA Champions League Final, he was considered for selection in Greece's victorious Euro 2004 squad, however he was ultimately overlooked.