Los Blancos took the lead after just three minutes in a sign of things to come at the Bernabeu, with newly-crowned Ballon d'Or winner Cristiano Ronaldo netting twice as the hosts scored all of their goals inside the first half.
The match was Madrid's last domestic outing before they travel out to the United Arab Emirates for the Club World Cup, and Zidane warned his side not to underestimate the teams they will come up against in that competition.
"We can be very pleased because putting five past Sevilla was no mean feat. It was a very complete performance," he told reporters.
"We did very well and it was very important for morale to get the three points before going away to prepare for the game on Wednesday (in the Club World Cup). Everyone thinks that it'll be easy [in the United Arab Emirates], but it won't be. We are going to travel tomorrow and we want to do a good job and win another trophy.
"It's perhaps the perfect week for [Ronaldo]. I already said that we had to be careful with him and I'll say it again because I know how ambitious he is."
The victory leaves Real Madrid five points behind Barcelona, although the Catalan outfit do now have a game in hand over the reigning champions.