Real won 1-0 thanks to Toni Kroos' goal.
On Rodrygo and Fede Valverde, Zidane said: "They're part of the squad and I made the decision that Rodrygo would play.
"He's performing and training well. In a 4-3-3 formation his natural position is as a right winger and we're happy with his performance. Nothing changes with regards to him. Today we've just got to focus on this game.
"He's a member of the first-team squad and he can play for Castilla also. He did well tonight and I'm pleased with his performance. We'll have to see what happens in the next game."