In contrast to PSG, Real Madrid are enduring a hard season and suffered their fourth La Liga defeat of the season on Saturday at home to Villarreal. But Pablo Fornals" 87th-minute chip over "keeper Keylor Navas on the rebound after a counter-attack gave Villarreal their first win at the Bernabeu in 19 visits in all competitions.
In an interview with BBC Sport, Marcelo said: "It is one of the worst situations I've experienced here".
"We did everything we could, we had plenty of chances, but the ball just didn't go in".
This week's result leaves Villarreal just a point behind Real Madrid in fifth place, and Zidane admits times are becoming desperate for his side.
Villarreal upset the odds on Saturday as they won against the reigning champions of La Liga Real Madrid.
Real - who saw a Cristiano Ronaldo free-kick turned on to the bar - had 28 shots, more than any other side in a La Liga game this season.
DANI CARVAJAL, Real Madrid right-back, lamenting the champions' run of form. They now sit in fourth position, 16 points behind Barcelona.
Real take on Leganes in the first leg of a Copa del Rey quarter-final against on Thursday (8.30pm).
"What I ask is that they support the team, like they have always done", said.
Real carried on where they left off in the second period, but after failing to break down the resolute visitors, Fornals stepped up to make history and pile the pressure on Zidane.
The win was also Girona's biggest in La Liga - this season being their first in the division - and most comprehensive victory in any competitive match in four years. This can wear you down mentally.
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