The 20-year-old striker, who emerged through Los Blancos' youth ranks, found the opening goal of the night as his side returned to winning ways in La Liga.
More than the key strike itself, though, Zidane was particularly pleased with the effort shown by Mayoral off the ball as he made his rare start for the European champions count at Anoeta.
"He is part of the squad, he is young but I knew he could play an important role, for him the goal is very important but I was impressed by the work he has done, how he moved and helped his team," he told reporters.
"I'm very happy because there has been a lot of talk about him," he added. "Gareth has shown exactly how good he is tonight; we have to be patient with him."
Madrid, who face Real Betis at the Bernabeu on Wednesday night, are now up to fourth place in the standings after four games.