The one small indication that Zaroff thinks his hunt for "the most dangerous game" might be wrong is the fact that in his description of it to Sanger Rainsford, the general never utters the word man.
Instead of saying that he hunts men, Zaroff tells Rainsford that because he has tired of hunting big game, he "had to invent a new animal to hunt." When Rainsford asks the general to explain what he means by "a new animal," Zaroff still never specifies what his game is. Instead, he says,
"No other hunting compares with it for an instant. Every day I hunt, and I never grow bored now, for I have a quarry with which I can match my wits."
Since Rainsford is still bewildered, Zaroff describes the attributes of the "idea quarry" as possessing courage, cunning, and more than anything else, it must be capable of reasoning. "But no animal can reason," objects Rainsford with horror as he begins to comprehend the innuendos of General Zaroff, who still does not use the noun man.
Zaroff will permit any human prey who can survive three days to leave the island. However, he stresses to Rainsford that if he does survive, he can reveal the secrets of the island hunts to no one.
If Zaroff were not away of the wrongness of his hunting humans, he would not be insistent on secrecy.