There were no last-minute heroics this time. After their Clasico comeback on Saturday when Sergio Ramos headed home to seal a precious point away to Barcelona, it was Real Madrid who allowed their rivals a late leveller on Wednesday - and it cost them top spot in Group F.
Karim Benzema scored in the 28th minute to give Madrid the lead, before adding another shortly into the second half. But Pierre-Emerick Aubameyang pulled one back and Borussia Dortmund equalised through Marco Reus in the 89th minute to dampen the spirits of the home crowd and seal first place for the German side.
Before the match, there had been talk as to whether it would have been better to finish first or second in the group, with dangerous teams like Manchester City and Bayern Munich potentially in wait for the side that topped the sector.
Nevertheless, Zidane said he wanted to win the game and a strong selection showed that to be the case. And, after Benzema had scored twice to take his tally in the Champions League to 50 in just 88 games, the champions appeared home and dry.
Not so, however. Perhaps physically and mentally tired following their exertions in the Clasico on Saturday, Madrid seemed to lose concentration late in the game and, after a good goal brought BVB back in it, a Marcelo mistake allowed Thomas Tuchel's team to break away and score the equaliser.
And it could have been even worse. In added time, Dani Carvajal shoved Aubameyang in the box as Dortmund pushed for a winner. It was one of those calls that is unlikely to be given against a side like Real Madrid right at the end, but it could easily have been a penalty and seen Los Blancos lose their unbeaten run.
As it is, BVB win Group F and will avoid both Barcelona and Atletico in the second round, along with Juventus, although the German side could meet City, Sevilla or Paris Saint-Germain in the last 16.
Madrid, meanwhile, will wait to see which team they will face from Arsenal, Napoli, Juventus, Leicester and Monaco. Zidane's side are unable to meet Dortmund (their group rivals) in the second phase, nor Liga adversaries Barca or Atletico at this stage.
So it is not all bad for Real and Zidane. However, the Frenchman will be unhappy at how Madrid allowed Dortmund back into the game from a supposedly commanding position at 2-0 up.
The current champions are more than able to beat any of the teams they may face after Monday's draw, but will need to raise their game in the last 16 to have a chance of defending the title they won at San Siro last May.
That crown came despite a 2-0 reverse away to Wolfsburg in the quarter-finals and the defeat in Germany remains Real's last loss. It arrived after a Clasico clash at Camp Nou and, after another on Saturday, Madrid almost suffered the same fate here.
Nevertheless, Zidane's side equalled the club record 34 games unbeaten set by Leo Beenhakker's team in 1988-89 and will now look to surpass that, as well as beating the Spanish mark of 39 without defeat recorded last season by Luis Enrique's Barcelona.
And they are perfectly capable, of course. But, with games away to Valencia and Sevilla coming up in La Liga, plus the Club World Cup in Japan, they may have to do a bit better than they did on Wednesday.