The Blancos head coach, however, made it clear that the club was not "not going to go crazy", even if the result was "very tough to take".
"How we're feeling after a 3-0 defeat? Bad," Zidane told reporters after the game. "We started very well, the first half was even and it's a defeat that hurts. It's very tough for us to take, but it is what it is, it's football.
"[Dani] Carvajal red? It happens from time to time. You think about making some changes but then you lose a player. It becomes a different game and it's very difficult. Second half? We made a mistake, we defended badly, and at this level they're differences between winning and losing.
"Still, we're not going to go crazy. It's a very difficult defeat to take, but we don't need to change anything. We'll never give up. Now we'll go for our holidays and we won't think about it. We'll enjoy the time we have with our families and come back. It's not over."
Real return to action after the Christmas break with a Copa del Rey last-16 first-leg trip to Numancia on January 4.