The Spanish giants were pegged back for a second time, however, as substitute Giampaolo Pazzini netted the game's fourth goal after 89 minutes, and Zidane told reporters afterwards that his side should have taken all three points.
"We controlled the game, especially the first half, but then after we scored the second goal, which was the most difficult, we were not able to avoid an equaliser," he said. "It is hard because they are two points that we were not able to get, but this is football and the opponent is there to get you in trouble.
"It bothers me because we work it - we know that the opponent can hurt you on the counter-attack. We are frustrated because the result was in our hands and we did not get the victory, now we have a game next week and after we will think about the Champions League."
Madrid are now 18 points behind La Liga leaders Barcelona, who could extend their advantage at the top with a win over Espanyol on Sunday.