It follows a report in Cadena Cope on Wednesday that a group of first-team squad players at the club were beginning to believe that a coaching change at the club may prove beneficial.
Second half goals from Dentinho and Manor Solomon secured a stunning victory for Shakhtar Donestk in midweek in their Champions League group.
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 also put Madrid on the brink of elimination from Europe’s premier club competition and threatens their record of having progressed through all 24 previous group stages in the tournament.
Zidane responded when asked if he no longer feels untouchable, in quotes carried by Marca: “I have never felt untouchable, not as a player, not as a coach, not as a person.
“There have been other difficult moments. This is the present and I feel that I am able to find the solutions. What we want is to play a good game.
“Yes I completely feel the support of the club. I can’t be happy when we lose a game but we know where we are. I am lucky to fight for this club and that’s what I’m going to do until the last day. And the players too and we have to connect with what we know how to do.”
Zidane was then asked if he understands the criticism he has faced: “I can’t comment, it doesn’t bother me. It’s my position and when you don’t win it’s like that, it’s normal for there to be criticism, but it won’t change what I think. We will continue.”
And what have the players told Zidane? “What the players want is to compete and they have always shown me their love, but it is not the most important thing. I have been a player and a coach here, I know the history I have with this club and sometimes it is true that things do not work out for us. We are going to move this forward for sure.”
Is this his worst moment as the boss? “Sure, we have had difficult moments but I think positively. Tomorrow is another great opportunity and we want to show that we are a good team.”