He told Onda Cero radio: "All competitions are important and of course we wanted to win all of them because we are Real Madrid".
It was from an exceptional 25-yard free-kick that Ronaldo brought Real level. "We played very well and that we pushed the opponents all the way to the end".
"We like these kinds of matches and from time to time we like to have the opportunity to come back". When you perform poorly and don't deserve anything you have to look at yourselves, but today there's no blame to be laid.
"It's two games and we were not able to get through".
"The dream of the treble is left for another season, whilst the nightmare is growing of another fateful January after winning the Club World Cup (as in 2015) that had tragic consequences for the rest of the reason", Madrid sports daily Marca said on Thursday. "If we keep working, we will achieve big things", goal.com quoted Zidane as saying. "We don't need to go over this anymore", he said. My feeling was we knew what we were doing, we played a good game against a good team.
"It does annoy me that some players are out, but we can't do anything about it", he said.
Real twice fought back to equalise on a rainswept evening in Galicia but it was not enough to save them from being eliminated in a knockout competition for the first time under Zidane who oversaw a Spanish record 40-game unbeaten run before successive defeats this month.
Zidane will now turn his attentions to the Champions League and La Liga titles.
Karim Benzema was especially singled out by the Real Madrid fans amid suggestions Alvaro Morata should have started ahead of him at Balaidos.
Zidane appeared reluctant to address their weaknesses against Celta, however, such as a glaring lack of organisation towards the end of the first half when they went behind to Danilo's own goal. Nobody likes to lose a tie.
But it could all have been so different had the Portuguese taken advantage of two golden chances that bounced off the post within seconds of each other with the game still goalless. I can't say what's been happening recently, but I'm not angry or anxious.
'I think with the game we played, all you have to do is relax and think that the cup is already far behind us and we have the league on Sunday.