Beaten 1-0 by Villarreal and with their title hopes in total disarray on a rain swept Saturday, Zidane's men trudged off the sodden pitch with jeers ringing around the Santiago Bernabeu Stadium.
Zidane's side dominated the game but succumbed to an 87th minute strike from Pablo Fornals, who chipped over goalkeeper Keylor Navas on the rebound after a lightning quick counterattack, giving Villarreal their first ever win at the Bernabeu in 19 visits in all competitions.
Real remain fourth in the Liga standings on 32 points and are only one point and one place above Villarreal and trail Atletico Madrid by 10 points after their city rivals won 1-0 away to Eibar thanks to a solitary strike by Kevin Gameiro.
Valencia clung on to beat Deportivo La Coruna 2-1 away to tighten their grip on third place, moving eight points above Madrid although Zidane's side have a game in hand.
They could fall a gaping 19 points behind runaway leaders Barcelona if Ernesto Valverde's side beat Real Sociedad on Sunday.