The leaders go into the clash at La Rosaleda knowing a point will be enough for them to claim their first top-flight crown since the 2011-12 campaign.
Zidane has been praised for his rotation policy this season, with his careful use of the squad enabling them to keep the destiny of the title in their hands and secure a place in the Champions League final for the third time in four years.
And the former France star is confident Madrid will be ready to fight for the result they need this weekend.
"We know the difficulty of winning LaLiga," he told a news conference. "It's very tough. It's 38 matches. You have to show that you want to win every week. The players have been phenomenal and we deserve what we're doing. They're top and have to finish it.
"We're going to go for the win because it's in the DNA of this club. Then we'll see what happens.
"The unity of the team is the key. I've always said that the squad is amazing to see. Everyone is important. The ones who play less have been doing as well as the ones who have done more. We're okay mentally and physically we're f****** great.
"We still haven't won LaLiga. But we have worked a lot and we'll give everything. I'm concentrating only on what I can affect, which is the game."
Much of the pre-match focus has been on Malaga boss Michel, with the former Madrid star having made it clear last month that he hoped the title race would be over before having to face his old club.
Zidane, however, believes there are many who would love Madrid to fall at the final hurdle – just as they did in the 1991-92 season, when a last-day defeat to Tenerife saw Barca claim the crown.
"I don't know if everyone wants us to lose, but many do," he said. "But it's always been like that. It doesn't matter. We know that we have to win on the pitch, without giving up," he said.
"A lot of people deserve it but we've worked very well until today. But we still haven't won anything.
"We would have liked to win it earlier but winning this trophy is very nice and it'll go to the very end. We will not give up until the last second."
Cristiano Ronaldo comes into Sunday's meeting in superb form, having scored five goals in his last three league games to take his tally for the season to 39 in all competitions.
Zidane is delighted with the forward's performances but insists that the squad's commitment to his coaching ethos has been the real key to their title charge this term.
"What Cristiano is doing is amazing and he's in a very sweet moment. He's very happy," Zidane added.
"The success we're having is down to the unity of the team. They deserve it because they've believed in it from the start. They believed in the system and the idea."