Isco, 26, suffered a hip injury in late January and since returning to the first-team the former Malaga star has started just three league games under the management of Zidane.
His peripheral role in the first-team has reportedly caused tension in the dressing room as the Spain international often vented his frustrations of 'losing the manager's trust.'
And now Isco, who's been linked with an off-season move to Manchester City, has sensationally claimed the incredible individual display with La Roja is down to the confidence he has when he's not with Los Blancos.
"In Madrid, I don't have the confidence a player needs," he explained in his post-match interview, as quoted by Marca. "The matches with the national team give me life, here I have the confidence of the coach.
"I want to show that I'm a good player. Lopetegui shows me confidence with the minutes he gives me.
"Maybe I'm the problem in Madrid," the talented midfielder added. "I don't know how to win Zidane's confidence."
Isco has scored seven goals and registered as many assists in 40 games across all competitions this season.