Madrid's woes at the Santiago Bernabeu continued on Wednesday, beaten 1-0 by Betis in the Spanish capital, despite the return of reigning Ballon d'Or winner Cristiano Ronaldo from a five-match domestic suspension.
Zidane's men had drawn back-to-back LaLiga matches in Madrid leading into the midweek clash and their winless streak on home soil in the league extended to a third game following Antonio Sanabria's dramatic 94th-minute winner.
It is Madrid's worst run at home in LaLiga since Jose Mourinho's tenure in April 2011 as the titleholders slipped seven points adrift of rivals and leaders Barcelona, however, Zidane is refusing to panic.
"I do not think the situation is delicate," Zidane told reporters post-match.
"We have lost points, but there are also many matches left. All the work we have done is not going to be thrown in the trash because of three bad games at home.
"We have not been successful in the shots on goal. I am the coach of this team and what we need is calm, rest and to think about the next game."
The surprise result also snapped Madrid's record-equalling 73-match scoring streak, extending back to April 2016.
"Today the ball did not want to go in. This is football. No need to review it again," Zidane said.
"It has not been a great match, but it has not been a bad match either. Last season, we won games that maybe we did not deserve and now it's the other way around. Tranquillity."
"I do not think there are any reasons to be concerned. We had a good match in San Sebastian [against Real Sociedad]. Do not be worried," he continued.
"What I always want to do is try to win. I'm not going to change. You can make different changes but the idea is always the same: go for the win and even more so at home."
Asked about Ronaldo and his performance, Zidane said: "I don't think I've had anxiety in either Cristiano or the team.
"Things have not gone well but I insist, you have to have peace of mind, there's a lot left."