However, those that did show up weren't slow to show their discontent with the European champions.
Villarreal were good value for their first-ever win at the Bernabeu as Javi Calleja's team were very well-organised in defence, intelligent in possession and sharp in attack.
Ronaldo also had a chance just moments before halftime.
Real Madrid will look for a return to winning ways in LaLiga when they host Villarreal at the Santiago Bernbeu.
And Zidane rued his side's failure to score, saying: "We did everything, we had many chances to score in the game and the ball did not want to go in".
Villarreal return home to Estadio de la Ceramica to face Levante in league play next Saturday.
Catching Barcelona at the top of La Liga was already a pipe dream, but despite a markedly improved performance, Real couldn't find a way past the inspired Sergio Asenjo before Pablo Fornals produced a sucker punch for Villarreal two minutes from time. Just last season they scored 14 times in the last five minutes of games, often when Alvaro Morata and James Rodriguez (both of whom left the club last summer) had been sent on as subs.
Once again a number of local favourites like Marco Asensio and Lucas Vazquez were dropped despite shining in the Copa del Rey in midweek as the established midfield four of Casemiro, Kroos, Modric and Isco returned.
Madrid also drew at Celta Vigo 2-2 a week ago, and lost to Barcelona 3-0 at the Bernabeu in its last match past year. Instead, it was Villarreal who broke the deadlock against the run of play.
"I am exhausted of hearing that Real Madrid are bad, it is easy to say that everything is bad but you know that everything is not negative here", Zidane told a press conference.
He added: 'For me, we are recovering things and we will (recover) with my players and staying relaxed, without problems'. "And we tried that" - did little to convince those who doubt whether Zidane, who is still quite raw as a coach, can get them out of their current rut.
Former captain Fernando Hierro has defended and called for the club to be sensible as the pressure grows on the manager.
Later on Saturday, second-placed Atletico Madrid play away to Eibar while third-placed Valencia visit Deportivo La Coruna.