Zidane spoke to the press ahead of Real Madrid's visit to Valladolid.
The Frenchman was keen to stress that the game would not be an easy one, despite his side's excellent current form.
"We are in a good moment and we want to continue like this. Nothing more," he began.
"It's difficult when there is a game every three days, that's another story.
"Tomorrow is going to be difficult. Valladolid have only lost one game at home."
Gareth Bale is injured yet again after picking up an ankle problem in the midweek Copa del Rey clash against Unionistas.
"It is a pity that he is not available," he said of the Welsh forward.
"The first one who is not happy is him. He wants to be there and to play. I hope he is with us on Monday.
"I worry when a player is injured. I prefer to have a selection headache.
"It is a small matter, [just] a sprained ankle which did a little damage.
"I hope he won't miss any more games and can work constantly, with continuity."