"The problem is that we have to show every three days that we're good," Zidane said, speaking after the first post-international break match.
"That's the difficulty, we don't do it.
"I won't say that I'm worried because I don't like the word, but if we want to win something this season, we need consistency."
Madrid were missing a number of players through injury, but the Frenchman wasn't looking to use that as an excuse.
"The injuries aren't an excuse," Zidane added.
"There are players who aren't injured, we have more good payers too.
"When it comes to their turn, they have to show that they're at the level to be here.
"We can't do anything about the injured players."