A disappointing performance saw Los Blancos lose by two goals in Germany, but Zidane has called for "calm" ahead of the return leg in Madrid and is confident that his team can turn the tie around on home soil.
"The only thing we can do is be calm. I am not going to go crazy, the players neither. We are hurting, as to lose always hurts. But now we know we have chance to change this," Zidane told reporters.
"Being Real Madrid we know we can turn this around at the Bernabeu with our fans."
Real Madrid had entered Wednesday's European affair off the back of a 2-1 victory at Barcelona on Saturday night.