The Real coach replaced Ronaldo, a three-time World Player of the Year, in Saturday’s 2-2 draw at Las Palmas and the Portuguese superstar could not look him in the eye when he came off.
But Zidane played down his captain’s behaviour.
“Not only Ronaldo gets upset when he is substituted,” said Zidane in Dortmund.
“Everyone does. Everything is normal, everything is good.
“We have to live with the discussions. I’m not stupid, he’s not stupid.
“We have travelled here with just one goal and we’re thinking only about the game.”
Back-to-back draws with Villarreal and Las Palmas ended Real’s 16-game winning streak in the Spanish league, but recent results are no cause for concern, says Zidane.
“I’m not worried. We can certainly play better, but sometimes such games are also good, such results sometimes shake you awake,” said the Frenchman.
Real won their first Group F game with a 2-1 comeback victory against Sporting Lisbon, while Dortmund romped to a 6-0 win at Legia Warsaw.
Dortmund have never lost at home to Real, who have won just four times in 29 away games against German clubs.
The hosts’ Signal Iduna Park Stadium has particularly bad memories for Madrid, who have lost on their last three visits to Dortmund.
“We know where we stand. We are Real Madrid and want to win every game,” said Zidane.
“I do not think of the last few games in Dortmund. Every game is different.”
Borussia have scored 20 goals in winning their last four games, but Real’s Germany international Toni Kroos is relishing attempting a first win in Dortmund.
“It’s a good test and I am sure that we will be in good shape,” he said.
“I believe that Dortmund will go into the game with a clear plan and we have to respond.”
Dortmund’s Signal Iduna Park has particularly bad memories for Madrid, who have lost on their last three visits to the Bundesliga giants.