The 65-year-old singer can't understand why his former bandmate keeps dropping hints about a possible reunion when he's made it clear he's not interested.
Speaking in a new interview with Uncut magazine, Robert said: ''I feel for the guy. He knows he's got the headlines if he wants them. But I don't know what he's trying to do. So I feel slightly disappointed and baffled.''
However, Robert insists he did approach Jimmy, 70, ''a couple of years ago'' about working on new music together, but he claims he was turned down at the time.
He explained: ''I said, 'If you've got anything acoustic, let me know. I'll give it a whirl.'
''It was hands across the water. He just walked away. But we couldn't do anything proper. The weight of expectation is too great.''
Meanwhile, Jimmy teased fans earlier this month when he suggested that he would like to reform the rock group - also consisting of bassist John Paul Jones - because their music has ''touched'' many generations.
He said previously: ''I think the reason people want it is the fact Led Zeppelin's music has touched people all the way through and every year seems to bring new young musicians and a new audience.''
The band have rarely played together since the death of drummer John Bonham in 1980, but they did briefly reform in 2007 for the one-off Ahmet Ertegun Tribute Concert at the O2 Arena in London.