On Saturday night, the defending La Liga champions failed to find a breakthrough against their city rivals, leaving the club 10 points adrift of leaders Barcelona in the standings.
According to Diario Gol, Ronaldo let out his frustration towards Zidane in the dressing room after the match at the Wanda Metropolitano, as well as expressing his disappointment over the contributions of Isco, Marco Asensio and Luka Modric.
The 32-year-old allegedly criticised the trio for failing to get the ball to him in the final third, while also suggesting that he is the last person who should be blamed for the club's poor form.
Ronaldo has scored just one goal in eight league appearances this season, while the Portuguese star has failed to net in his last four outings in La Liga.
Earlier this month, Ronaldo claimed that he has no intention of penning a new deal at the Bernabeu.