With a 3-1 lead from the first leg, the Spanish side are in the driving seat, but Zidane isn't expecting it to be easy.
"We are here to play a great game of football and we are all prepared," he said at his pre-match press conference.
"We are focussed and ready to play.
"Starting with the scoreboard in your favour means nothing.
"We must be ready for the unexpected.
"We'll have to play a great game for 90 minutes or longer.
"We are used to the pressure."
Asked what it felt like to return to France, Zidane joked that Paris isn't really home given that he's from Marseille.
"It is special, though," he added.
"But we come here to play a football match.
"It will be a fiery atmosphere, but you always know it will be when a team faces Real Madrid."