Los Blancos are already as good as out of the title race in Spain following a disastrous season to date, having dropped points for the eighth time when they were held 2-2 by Celta Vigo last time out.
Madrid now find themselves 16 points adrift of leaders Barcelona, with the small consolation of a game in hand to play, and Zidane has had to fend off growing criticism aimed at his underperforming players.
The Frenchman has refuted suggestions that "everything has gone to shit", though, with two hugely successful campaigns already under his belt at the Bernabeu to fall back on.
After being pictured deep in discussion with his players and coaching staff at the club's training ground, Zidane told reporters: "I'm not going to tell you what we talked about. These are discussions that happen in a team. You can analyse it as you like, that it's a moment of crisis or not, but we're here to find solutions.
"I'm not going to go into the details. When there are things like we're going through, where things aren't going as we want, it's about work. I always believe in that. What we have to do is work harder than ever, in every sense. It's not a physical thing, or more in our heads. It's a bit of both.
"What you tell me is what a lot of people think: that there are people who are bad and I have to get them out of the team. It's the opposite. When a player is bad, I will help him. I'm more interested in unity. I'm not someone who, when things are going wrong, will throw one or two into the shit. We're all in the same boat. It's everyone's fault, mine first.
"We've had two spectacular years; thank you for saying so. It's important people don't forget that. There are people who say everything has gone to shit. No. The day of the Celta game, I focused on the good things. Are things more complicated with a draw? Yes. The second half was not good, but we're not going to go crazy about it. We're going to think that, with work, we will achieve good things."
Real return to action on Wednesday night with a home match against lower-league opposition Numancia in the Copa del Rey, leading 3-0 from the first leg.