However Zidane told the news conference ahead of Tuesday's Champions League Group H game at Borussia Dortmund that he was not anxious about his team's state of mind even though they had not not impressed in winning 2-1 at La Liga's bottom side Alaves on Saturday.
Dortmund know they need at least a point in this game to have any chance of progressing from Group H - undoubtedly this season's´"Group of Death" in the Champions League.
Unsurprisingly, the Frenchman has given that title to La Liga, which he won with Real Madrid last season.
Pierre-Emerick Aubameyang reduced the arrears with a clinical finish, but Ronaldo had the final say 11 minutes from time as Zinedine Zidane's side found the net for 38th Champions League game in a row and secured a first ever triumph at Signal Iduna Park at the seventh time of asking. The Merengues could have scored more. But together with Tottenham we now top our group [on six points apiece] and I think we have a good chance to win it again, even though it is a long journey.
Straight down the other end, Dani Carvajal was away in the clear down the right and flicked the ball past his marker, but his close-range strike was pushed away by Roman Burki.
Living dangerously at the back, Dortmund opted to push forward. The end-to-end nature of the contest saw Yarmolenko and Philipp combine to draw a desperate goal-line clearance from goalkeeper Keylor Navas and centre-back Sergio Ramos.
"Things couldn't have gone better", said Dortmund's Mario Goetze, who is back in form after a metabolic disorder, following the Gladbach win.
The visitors went ahead when Carvajal sent a cross for a Bale to stroke nonchalantly inside the far corner with the inside of his left boot.
Madrid should have doubled their lead before the break, Ronaldo twice firing wide and captain Ramos missing a free header from six yards out, but it needed a vital interception from Raphael Varane to deny Aubameyang an open goal moments after half-time.
It was a few minutes after midnight when I got to chat with Cristiano Ronaldo exclusively for UEFA.com, deep in the belly of Dortmund's impressive stadium.
Of course, it is harsh to single out Ronaldo for not scoring in "just two games".
The two-time defending European champion put domestic problems behind it to win away at Borussia Dortmund for the first time in seven tries. "They have always made it hard for us here, with their unique fans".