Despite suffering a loss of form early in the campaign, the former French international has backed the Portuguese boss to succeed at the Santiago Bernabeu
The Santiago Bernabeu outfit have lost to Levante and drawn with Racing Santander in their last two games, and the media have claimed the club are in crisis.
Despite this, the ex-France international has backed the former Chelsea and Inter boss to lead Madrid to glory.
Speaking to the club's official website, Zidane said: "We are a great team led by the best coach in the world - Jose Mourinho. I believe the players, the club and the fans have complete faith in him.
"We know there are always difficult times during a season. You don't win any title in just four games, so we must keep working the way we've been doing so far, confident that we will achieve something great.
"Mourinho is aware of the great responsibility that comes with being Real Madrid's manager and that's why he has the highest demands for the entire team."
With a star-studded squad at the 48-year-old's disposal, expectations in Madrid are high, but Zidane feels the criticism in the press has been unfair.
"Everything surrounding Real Madrid is magnified when we win or lose a game, but the important thing is we know the road we have to follow," he continued.
"The team has enough talent and quality to give supporters what they want. We may not be in the top form we wanted at one given point, but we are the best club in the world.
"We have the best coach and the best players. I have no doubt that this coach and these players will make us all very happy."
Mourinho's men take on Madrid-based rivals Rayo Vallecano on Saturday, and anything other than three points is likely to increase pressure on the under-performing team.