The team from the Spanish capital are expected to make amends this year, after a disastrous campaign last season, but the French coach is keen to manage those expectations.
Ahead of Real Madrid’s trip to Estadio Coliseum Alfonso Pérez to face Getafe, Zidane was asked whether not winning trophies would mean a failure in 2020.
The 47-year-old quickly rejected that idea and insists ‘failure, is not trying’ as his team are ready to give their all on the pitch.
"Failure is not trying, not giving our all, that would be a failure," the former Juventus and Real Madrid superstar responded.
"What's important is giving our all on the pitch and then we will see.”
"One team will win the league and another the Champions League, and the rest are stupid? I don't think so.”
The Frenchman has won many trophies as Real Madrid manager including three consecutive Champions League titles and one La Liga.
Zidane was further asked to choose between the Champions League trophy and the league title, but he was extremely reticent about his preference.
"We know how difficult the Champions League is because of the rivals that are there, but in the league there are many games so I consider it to be very complicated to achieve," he added
The Los Blancos sit second on the La Liga table, two points behind bitter rivals Barcelona, and they will hope to start 2020 with a win when they visit Getafe on Saturday.