Los Blancos dropped points for the eighth time in 17 La Liga outings on Sunday evening as they were held to a 2-2 draw by Celta Vigo at Balaidos.
Madrid are down in fourth place and now 16 points adrift of leaders Barcelona with a game in hand to play, but Zidane has stressed that he is not seeking replacements before the winter window closes at the end of January.
Asked if he has any new targets in sight, the Frenchman told reporters: "No, at the moment I do not want anyone. Until the 31st we will see, but not at the moment, why? Because I am happy with my squad.
"I have to detect the problem because I am responsible. And I'll try and we will try. Lately we are not playing regularly. We do not play as we should. We have to have more confidence in our possibilities. Maybe we do not have enough confidence to play 90 minutes well.
"We're not going to talk about the league every weekend, if we lose points we cannot be successful. You have to go match by match and win them."