Madrid chalked up a third consecutive win across all competitions in the eight-goal thriller, but the victory was marred by what looked like a hamstring injury to the Brazilian full-back.
Marcelo limped off after just 30 minutes and is now a doubt to face Paris Saint-Germain in the second leg of their Champions League last-16 clash on March 6, although Zidane revealed that the player himself suspects it is only a "small" injury.
"Hopefully, it's something small," Zidane told reporters at his post-match press conference.
"Tomorrow (Monday) we'll see. He said that the sensation is that it is small, but we will see in a few days. We must wait for the test results before confirming anything."
Madrid's next match comes against Leganes on Wednesday evening.