Zidane came under fire after back to back defeats to Shakthar Donestk in the UEFA Champions League and LaLiga minnows Cadiz, which president Florentino Perez in response reportedly gave him two games to save his job.
Reports in Spanish media suggest that Zidane is considering tendering his resignation but ahead of their outing against Bundesliga side Borussia Monchengladbach he's played down the notion.
"I think about tomorrow's game, not whether I thought about resigning or not," he said in the pre-match press conference. "I will fight until the last day. The rest… we'll see."
Zidane went on to discuss Ronald Koeman's criticism of Sergio Ramos' highly-debated penalty that settled El Clasico on Saturday.
"It doesn't bother me that they talk, that's the way it is. We are left with what we did there: fight, stay focused, work," Zidane explained.
"We are happy with what we did last weekend against Barcelona, as a team. We just look at our work. It is the game we needed to play. We have to play how we did in Barcelona and try to play a good game."