Sergio Ramos’ penalty eleven minutes from time ensured Los Blancos made it six wins on the bounce since football returned after coronavirus halted the season back in March.
Prior to football going on a three-month hiatus, Real Madrid were two points behind Barcelona but the 13-time European champions are now in the driving seat to secure only their third league title in the last ten years.
There are just five games remaining but Zidane is adamant the title race is not over.
"There are three more points," Zidane told Movistar. "They are three very important points.
"We had to win yes but nothing more. For us nothing changes. We have five finals left.
"We have not won anything. I know what this is like and until this is over, we cannot say anything.
"We have to keep working. We are happy, proud of the team ... the effort, the solidity that we show, is very good.
"This is football, football every three days is a new story. Today we suffered a lot, the other day against Espanyol too.
"We played against the bottom team, but they always make it difficult for you. Without suffering you cannot achieve anything."
Real Madrid are next in action against Athletic Bilbao at the San Mames on Sunday.