A late goal from Ronaldo drew Real Madrid level 1-1 with Bilbao at the Bernabeu on Wednesday evening, earned Zidane's side a point to close the gap behind second-placed Atletico.
It is all but impossible for Real to defend their La Liga title this campaign, but the squad could be in line to secure their third successive Champions League.
They will first have to face Bayern Munich, and head coach Zidane warned against relying solely on Portuguese striker, Cristiano Ronaldo.
He said: ''We can think there will be other players as well as Cristiano who could make the difference in Munich. We have to stay focused because it's a Champions League semi-final and we're defending our title.''
Zidane also dismissed speculation that Bale had fallen foul of the former France international. He noted: ''Bale hasn't got any problems. I've got 25 players and Bale is one of them. He's not started and there are others who play and do a good job.''
When asked about a lack of scoring, he said: ''I'm not worried. We have to be optimistic, we'll concentrate on the positive elements. It's only been a couple of games. We have to focus on Wednesday's match to turn this around.''