Madrid's home loss to Barca at the Santiago Bernabeu saw them leapfrogged at the top by their arch-rivals, who now lead the way courtesy of a superior head-to-head record.
Despite letting the chance to build a six-point lead pass them, Madrid still have a game in hand with which to make amends.
And, asked what he would alter from the game, Zidane said: "I would not change anything. We played a great game.
"We made mistakes, but we all do. But I would not change anything. We accept the risk of what we did.
"I do not like to lose, but I would not change anything."
Zidane accepts the criticism Madrid have received in the wake of the result, adding: "Everyone talks. People are saying Barca will win La Liga, Madrid are worth nothing. But I know perfectly it is not like that.
"When we lose we have to know how to accept the criticism. Sometimes that can motivate you even more, and we will try and do that."
Madrid could welcome back Raphael Varane for Wednesday's meeting with Deportivo La Coruna, the France centre-back seemingly fit to return having not played since April 2 because of a thigh injury.
"He will be with us, he is good, physically very good has trained normally," added Zidane. "But you will see the XI tomorrow [Wednesday]."