The Frenchman says that the former Chelsea boss is in the process of building something great at the club and that no other manager has a system to beat Barcelona
Since the Portuguese coach arrived in the Spanish capital, Real Madrid have beaten their arch-rivals in only one of their meetings, but Zidane feels criticism of the 48-year-old is unfounded.
"Attacking Jose Mourinho and the players is the same as attacking Real Madrid," Zidane told AS.
"I can't understand those who can demand that Mourinho leaves when he's in the middle of building something great, of imprinting a winning character on our team," explained the 39-year-old.
The former France international also defended Mourinho's tactics, despite widespread talk of his side's negative approach to the tie.
"I also don't understand those who criticise the system Mourinho used in the cup match on Wednesday.
"I challenge any coach to tell me if they know an appropriate tactical system to beat Barcelona."
Real Madrid will look to salvage their attempt to hold their Copa del Rey title on January 25 at Camp Nou.