A thrilling encounter at the Santiago Bernabeu on Saturday saw the champions lose the lead twice before ultimately prevailing when Cristiano Ronaldo scored the rebound from his own missed penalty 14 minutes from time.
Madrid's triumph was far from convincing, but Zidane feels they are on the right track after winning three and drawing one of their last four matches across all competitions.
"In this game we added three points, but for sure we will make things better," he said after a match in which Karim Benzema and Casemiro netted headers.
"What I would like to do now is make three, four, five, six, seven good games in a row, but we are on schedule.
"We started the game well and scored the first goal quickly, which is important. But everything changed and the second half was very difficult.
"When teams come here, they play for their lives but we like to play here at home.
"We have to be positive because we have won three points. We are happy with the result even though there were other things that were not as we wanted."
Ronaldo's winner was only his second goal from nine league matches this season and came after he had endured another frustrating afternoon in front of goal, failing to convert multiple opportunities.
Zidane said: "He had chances but you also have to see the goalkeeper [Roberto]. Sometimes there is a goalkeeper.
"I remember what the goalkeeper did when we played against Betis and it was the same in this match. In the end Karim scored, Cristiano scored and we will as always – me first of all – be positive."
Madrid are back in action against Fuenlabrada in the Copa del Rey on Tuesday before a testing trip to play Athletic Bilbao in La Liga.