Goals from Cristiano Ronaldo and Karim Benzema earned Madrid their sixth consecutive league victory to secure the title ahead of Barcelona for the first time in five years.
And Zidane said the sense of achievement surpassed that which he experienced as a Madrid player, when he won La Liga in 2002-03 and the Champions League in 2001-02 among a number of domestic and European honours.
"We are very happy," Zidane told Movistar Plus after Sunday's game. "We have conquered one of the most beautiful leagues in the world and to win it here and with this template has been wonderful.
"As a coach there is no higher professional achievement. This is the happiest day of my life.
"It has been very special, and although the merit belongs to everyone, it is mostly the players. The key to success has been there, in the group."Zidane proves he's not Di Matteo
Zidane, in his first full season in charge, will now prepare his players to face Juventus – another of his former clubs – in the Champions League final in Cardiff on June 3, but first his squad will first take time to enjoy their domestic triumph.
"I'm going to enjoy what we did today," he said. "I do not think about Cardiff today.
"There are no words to define this. I would like to come up here and dance, but I will not do it. I'm very happy inside.
"Being a Madrid coach you know the expectations. They are tall and we know that. I like that.
"I have lived as a player and for me today is the happiest day, professionally. The coach totally changes things. I won everything with this shirt, but winning the league today is the maximum."