La Liga pacesetters Madrid were 2-0 up and cruising thanks to a Cristiano Ronaldo double, but Carlos Carmona pulled one back for the visitors 10 minutes before half-time.
Madrid never really took control thereafter and were left thankful that Duje Cop sliced a penalty wide with 12 minutes remaining.
Zidane's men ultimately weathered the storm, but the head coach recognised it was not a vintage display.
"It was difficult," the Frenchman told reporters. "It was a match which the main priority was the three points.
"It's a game for us to forget because we did not do things as we wanted. We were lacking a bit of everything.
"I am not very happy with how we played. But that can happen sometimes. Above all we had the game in our hands with the two goals.
"We made it difficult for ourselves, but we can only be happy as we remain top of the table and we stay on our good run. We'll move on now."
The win saw Madrid extend their unbeaten streak across all competitions to 31 matches, the joint second-longest spell without a defeat in the club's history.
However, Zidane was keen to dismiss the importance of that run at this stage of the season, insisting such streaks matter little if you win nothing at the end of the season.
He added: "An unbeaten streak is good but what matters is where we finish at the end of the season. After that you assess your season.
"When I was a Real Madrid player we were leaders in all competitions back then and then we won nothing. The end of the season is vital.
"Let's see where we finish in June next year. If we continue on the path we're on we can achieve something again this season."