Real slumped to a 3-0 Champions League defeat against Paris Saint-Germain.
A brace from Angel di Maria and a late third from Thomas Meunier saw Thomas Tuchel's side take all three points at the Parc des Princes.
"They were better than us in every department, in the play, in midfield, and the thing that annoys me most is the intensity," Zidane said.
"It's difficult if you don't start strongly.
"They're good at creating chances, that's not what worries me, it's seeing my team without the necessary intensity at the high level of this competition.
"We knew they were going to press us, but we barely made any impact on the game and we created few chances.
"We scored two goals but they were ruled out by VAR."