Second half goals from Dentinho and Manor Solomon secured a stunning victory for the Ukrainian champions, who put in a resolute defensive display and effectively hit Los Blancos on the counter-attack.
The result continued a poor run of results for Madrid, who have now lost five times in their last 11 matches across La Liga and in Europe, the same number of victories they have picked up in the same timeframe.
It was the second loss against Shakhtar whilst they have fallen to league defeats at home to both Cadiz and Alaves, and away at Valencia, whilst also drawing against both Borussia Monchengladbach and Villarreal with Real Madrid news now focusing on this concerning run.
Zidane told reporters after the match, as per Marca: “I am not going to resign. We have had difficult moments. It is a bad run in terms of results. It is our reality, but we must continue.
“We know that today was a final and we prepared it very well. We had a great first half, but we were not able to score a goal. There is a game left and we have to win it.
“I have strength and I will give it my all as I always do, just like the players. In the league we did not deserve to win the other day but today we do. You have to raise your head and think about the next game. There is no choice but to think ahead and picking up good results.”
Madrid are away at Sevilla in La Liga this weekend before closing their European campaign at home to Borussia Monchengladbach before a city derby against Atletico Madrid.