Los Blancos have picked up just four points from their opening three Champions League group games and a defeat in Italy could leave them propping up the group with just two rounds of action remaining.
The Spanish champions edged out the Nerazzurri in a gripping 3-2 encounter in Madrid earlier this month, although they did blow a two-goal lead in that tie and know that the game in northern Italy could go either way.
Furthermore, Zidane has to do without a number of injury absentees, chief among them his captain Sergio Ramos and star striker Karim Benzema, with recent Real Madrid news dominated by the list of players unavailable.
Zidane responded in his pre-match press conference, when asked about the absence of Ramos for the trip to Italy, as cited by Marca: “We know the player he is, but the statistics have to be broken. Sergio could not be there but we are going to try to change those results without him.
“We know that it is a final. We know we are going to suffer and we want to add the three points.”