Los Blancos have endured an indifferent season domestically and head into Saturday’s home game against Leganes third in the table and four points behind city rivals Atletico.
The La Liga title is destined to return to Barcelona but Real can soften that blow by clinching a third consecutive Champions League crown, becoming the first club in the modern era to do so.
Zidane’s side play in the second leg of their Champions League semi-final on Tuesday night against Bayern Munich – the last club to win three European Cups in a row back in the 1970s.
His team lead 2-1 after the game in Germany but the Real Madrid head coach insists attention is firmly back on finishing as high as possible in LaLiga.
‘The objective is the same as it’s been in recent matches, try to add points in order to get second place,’ Zidane told the club’s official website.
‘We’ve five games to go, Atletico have four remaining, and we want to do our best to finish as high as possible up the table.
‘Everything is valuable and you can’t choose between titles. We can only win the Champions League, but tomorrow we’re playing in the league and we want to finish well.
‘It’s not unimportant and we must do well and do our best. Then on Tuesday, we’re a game from the final in the Champions League and that means a lot to us as well.’
Incredibly, despite eight major trophies in his two-and-a-half years in charge of Real Madrid, including two Champions League titles, there have been reports that Zidane’s job could be under threat due to the club’s disappointing LaLiga campaign.
The 45-year-old feels he has yet to stamp his mark on the team and needs more time to do so.
‘I’ve been here for a few years now and you’re talking about coaches who had a lot of time with their teams,’ he said.
‘I’m happy, I like it and we’re doing well in general. They’ve been good for two and a half years, but we have to wait a bit to say that it’s Zidane’s Real Madrid.
‘I need more time to prove things. We have to carry on. I want to continue, but the important thing is the day to day. We have a month of competition and nothing else. I’m focused on doing well and ending the season well.’
Dani Carvajal and Isco are nursing minor injuries following the 2-1 win against Bayern Munich and they are unlikely to be risked with next week’s second leg so close.