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European champions in each of the last two seasons, Madrid will be guaranteed a place in the last 16 with a game to spare in Group H by beating APOEL in Cyprus on Tuesday.
But they travelled to the eastern Mediterranean on the back of a 0-0 draw at city rivals Atletico on Saturday which left them third in La Liga, 10 points behind leaders Barcelona after only 12 games.
They have won just one of their last four games and emerged from a recent Champions League double-header with Tottenham Hotspur with only a point to trail the English side in the group.
It is the first crisis of Zidane’s still fledgling coaching career, but the Frenchman dismissed the building pressure.
“I am immensely lucky, first of all to be in good health and secondly to be making a living from my passion. I like what I do,” he told a press conference in Nicosia ahead of Tuesday’s game.
“There are more difficult jobs. But whatever happens I am remaining optimistic. There might be times when some people worry. Not me, never.”
Cristiano Ronaldo and Karim Benzema have both scored just once in La Liga this season, while Gareth Bale is out injured.
But Ronaldo has produced six goals in the Champions League, including a brace in the 3-0 win at home to APOEL in September.
Zidane added: “We are one step away from qualifying. We are Real Madrid and we know that people will always want more from us.
“We can’t say we have been playing badly, but we need to get our confidence back in front of goal. If we can get one or two goals then more will follow.”
A point will also be enough for Madrid to ensure progress provided struggling Borussia Dortmund do not beat Tottenham in Germany.
APOEL are still in with a realistic chance of pipping Dortmund to the consolation of a Europa League spot having drawn home and away with the German side in their last two games.
They are also fresh from big wins in their last two league games after a slow start to their Cypriot title defence.
“It is not going to be an easy match. I don’t watch the Cypriot league, but I have seen how they play in the Champions League,” said Zidane, who is without Sergio Ramos after the defender suffered a broken nose against Atletico.
“APOEL are a very good side. They have to win to stay in with a chance, so we need to remain focused.”
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