Los Blancos suffered a humbling defeat to the much-maligned Valencia on Sunday evening, courtesy of a hat-trick of penalties from Carlos Soler and an own goal from Raphael Varane.
With his men having taken the lead through Karim Benzema, Zidane was quick to lament his side's capitulation, but stressed that the blame for the loss rested solely on his shoulders.
"Three penalties, an own goal, it's too much," Zidane said, per Spanish publication AS.
"The fault is mine because I am the coach and I have to find the solution. I can't justify what happened. It's a bad day, there are no excuses. We must improve defensively.
"I don't think Valencia have been tactically better than us. The only thing is that we started well and everything changed after [Benzema's] goal.
"This is difficult to understand. But yes, the maximum responsibility is mine. We must find solutions after the goal they scored."
Real currently occupy fourth spot in the LaLiga standings, four points behind league leaders Real Sociedad who have played one match more.