With Zidane's loss at home to Betis last night, Real are now seven points behind Barca with just five games gone.
Cristiano Ronaldo made his La Liga return after a five-game ban by the FA.
'It is always annoying when you are missing players, but we can do nothing about that, ' Zidane said.
With barely time to catch breath, the weekend at the Spanish La Liga football championship sees FC Barcelona and Real Madrid facing accessible rivals away from home, while Atletico Madrid entertain second placed Sevilla.
Deep into stoppage-time, striker Antonio Sanabria headed home the match-winner to stun the crowd and secure three points for Los Verdiblancos.
From injuries and suspensions to multiple key players to shock results, Zinedine Zidane and his men find themselves in a bit of a hole at present.
Cristiano Ronaldo trains with Real Madrid after serving ban
Madrid are now in 8th place, seven points behind leaders Barcelona, who are yet to drop points this campaign.
For much of last season, it was often begrudgingly asserted that Zinedine Zidane was a lucky manager as his team scraped a series of results they didn't deserve.
Real Madrid star Toni Kroos is set join Marcelo in the treatment room when Los Blancos visit Alaves on Saturday (23 September) after suffering a rib injury.
"If I had a seven-point lead, I would not be saying the season is over".
"It has not been a great match, but it has not been a bad match either". And there's no other remedy - we need to bounce back if we want to win LaLiga. "I don't think anything's missing to get back to winning games".
Real Madrid looked imperious and invincible only a month ago. "We have a match in which to prove ourselves and I have a match to show that I'm worthy of being in this job". It was a game where we played really well and won.
Still, under pressure Betis scarcely deserved victory and their goalkeeper, Madrileno and former Madrid goalkeeper Antonio Adan, had the game of his life. All the work we have done is not going to be thrown in the trash because of three bad games at home.