Joe Hart had been the last keeper to shut Madrid out in the Champions League semi-finals of 2016 against Manchester City.
Cristiano Ronaldo made his La Liga return after a five-game ban by the FA.
The 31-year-old's comments came following Los Blancos' last minute defeat to underdogs Real Betis at the Santiago Bernabeu Stadium, in a fixture where Cristiano Ronaldo's return to La LIga action was overshadowed by Antonio Sanabria's 94th minute victor.
"We did not have a great game but neither a bad game".
While Antonio Adan is likely to be tested throughout the match, he will be looking towards his defence for help - a defence that should be marshalled properly by Aissa Mandi, if Betis are to keep the attackers from Real Madrid at bay. "We found the energy for the late goal". We have a lot of players who can score goals and I'm sure it won't be a problem.
"We are happy to have Cristiano with us and for him to be in the team".
Adan added: "It is a result that gives us huge satisfaction".
Zinedine Zidane soon rang the changes, with Marco Asensio, Lucas Vazquez and Borja Mayoral all introduced and the changes nearly worked immediately, only for the inspired Adan to make another fine save from Gareth Bale. He said: "When the ball doesn't want to enter it doesn't enter".
"I know that many people don't like this work when things go wrong, but we have to accept it and be calm".
Madrid have now gone three games at home without a win. We didn't think it was going to be like this, but we can't change it.
It leaves the European champions seven points adrift of leaders Barcelona.
The Paraguayan's 94th-minute finish becomes the latest winning goal ever scored by a visiting team at the Bernabeu, pipping Lionel Messi's dramatic victor in El Clasico last season by two minutes.
Third-place Atletico won 2-1 at Athletic Bilbao.
"It seems like if we don't score early at the Bernabeu we start to get anxious", admitted midfielder Isco.
Angel Correa opened the scoring 10 minutes into the second-half by finishing off a flowing move involving Antoine Griezmann and Saul Niguez. Wide men Andres Guardado and Ryad Boudebouz came on at half time and then after an hour, until finally captain Joaquin with two minutes to play.