The Portugal international was unable to find the net for a second consecutive match, with Alvaro Morata and the returning Gareth Bale doing the damage as Madrid won 2-0 at Santiago Bernabeu.
Head coach Zidane felt Ronaldo was not panicking about his failure to strike and claimed his forward should have been awarded a stoppage-time penalty after being challenged by defender Aaron Martin.
Ronaldo looked incredulous when the officials denied him a spot-kick due to what looked an incorrect offside call as he tried to latch on to Isco's cross.
The 32-year-old failed to hit the target with any of his three attempts on goal during the match.
"We all know Cristiano," Zidane said at his post-match media conference.
"He always scores and when he doesn't he can get anxious, but he was not like that here.
"I am not worried about him. I think he helped us a lot and did a lot of running, like against Napoli. I know he will make a difference for us at the key moments.
"There was no offside on Cristiano and it was a penalty without a doubt. I'm sure it would have been 3-0 then and we would have deserved that."
Morata scored on his first league start of 2017 before Bale came off the substitutes' bench after three months out injured to seal the victory late on.
"We did very well and we were always searching for another goal," added Zidane. "At 1-0 you cannot be calm, but 2-0 was better.
"We made many changes [seven] but those who came in played very well and were extremely serious, so I am happy for them. It was a key match for us.
"We have not won anything yet and the important thing is to continue. We have two difficult matches ahead and Wednesday's game with Valencia is very important."