Zidane made eight changes from the side that drew 2-2 to FC Barcelona in the Clasico this weekend, offering fringe players the opportunity to impress, while resting key stars ahead of the UEFA Champions League final.
However, the second-string Real failed to repay Zidane for his faith as they needed two late goals to avoid complete embarrassment Ramón Sánchez Pizjuán in the 3-2 defeat.
Spanish press has often claimed the Frenchman gave up on their league ambitions earlier in the season with inconsistencies in squad selection but the Los Blancos boss has firmly refuted the allegations.
"It's a team that can win easily," he told Marca after the defeat, with Atleti now in prime position for a runners-up spot.
"I don't regret the line-up. There are still two games left and it was an opportunity to show up.
"It's a shame because they are the players who play less but I can't blame them for anything. They did all they could, in the second half they scored two goals.
"Every player I have is competent," he added. "We have a lot of games and have to rest, there's a final and we have to rest, I'm the coach and I decide."