Zidane had won his opening two games after replacing Benitez as Madrid boss, but saw that run come to an end on Sunday with a 1-1 draw with Real Betis, in which he named Rodriguez in his starting line-up for the first time following Gareth Bale’s calf injury.
Rodriguez has been at the heart of speculation in recent weeks following inconsistent performances and some off-field distractions, including being caught speeding by police.
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However, the 24-year-old said he was pleased with his individual performance in the draw and appeared eager to support his new boss.
"I think today I was good,” he told reporters after the game. “Now we will train more and that helps me a lot.
"The change of coach was good. Everybody listen more to the new coach."
The Frenchman was reportedly unhappy with Rodriguez’s unwillingness to warm-up during his side's 5-1 thrashing of Sporting Gijon last weekend and has been forced to answer questions over his player’s personal life.