Zidane, whose side are now 14 points behind La Liga leaders Barcelona, told reporters at a press conference that he "feels sorry" for his players following the result.
"We made a bright start and had some chances to score, but our second-half display was worse than the opening 45 minutes," the Frenchman said. "We didn't manage to play at all or offer any sort of threat in the second half, although we didn't deserve to lose the game.
"Espanyol created few chances. It's a defeat that hurts and it's a poor result. I feel sorry for the players. At times, there's no understanding football. We dropped further back for some spells in the second half, but you've got to accept these tough times.
"At no point in the second half did we do well. After five good results, today we didn't manage to extend the run."