Los Blancos hopes of winning the treble went up in smoke as an inspired performance from Alexander Isak and Real Madrid loanee Martin Odegaard helped the visitors cruise to a big win in the Spanish capital.
A mixture of regular starters and fringe players were sent out to face Imanol Alguacil’s men, but failed to reward the manager’s faith with a convincing performance.
Zidane said his men were outsmarted by the attacking prowess of Real Sociedad and refused to blame the loss on his team selection.
"I put out a team that thought I could do well," the French coach said in his post-match conference.
"I don't think we were wrong with the team, but there is a rival who played very well and that has cost us.
"The feelings are bad because we lost," the 47-year-old added.
"The second half was much better than the first and we tried until the very end, even at 4-1 down.
"The opponent played very well and we had a lot of trouble with their pressure, but we also made defensive mistakes.”
Next up for Zidane and Real Madrid is a Sunday trip to Pamplona to face CA Osasuna in La Liga at the El Sadar Stadium.
