Los Blancos, playing without Cristiano Ronaldo, fought back from 2-1 down in the final six minutes to restore their six-point advantage over arch-rivals Barcelona.
Ramos, who scored in stoppage time when Real played Barca in El Clasico last week, clinched the win in the 92nd minute to ensure that they set a new club record of 35 matches unbeaten.
"My players have incredible belief," Zidane told reporters after the Bernabeu clash. "We know that we can achieve great things together.
"Ramos is special. He is our captain, he's the soul of this team. Ramos has this undying belief that he can change things even in the last minute. He's incredible.
"There are certain expectations placed upon us – they come with the shirt. The players gave their soul until the very end. We suffered, but we believed; it's amazing."
Ramos famously scored a late goal in the 2014 Champions League final against city rivals Atletico Madrid which helped Real force extra time and ultimately claim La Decima.