0423 GMT October 19, 2018
The first 45 minutes brought a Gareth Bale header correctly ruled out for offside, a Cristiano Ronaldo free kick tipped onto the crossbar by Villarreal goalkeeper Sergio Asenjo, and a Ronaldo penalty claim turned down, ESPN reported.
After the break, ex-Atletico Madrid goalkeeper Asensio saved from Toni Kroos and Luka Modric, and Zidane's side reached 28 shots without finding the net before with four minutes remaining Villarreal broke and midfielder Pablo Fornals lifted a sweet chip over Keylor Navas to put the visitor on the way to its first-ever league win at the Bernabeu.
With his team having won just one of its last five games in all competitions, the Los Blancos coach told the postgame news conference that his team had done everything it could.
"The first thing is it is difficult," Zidane said.
"We did everything, we had many chances to score in the game, and the ball did not want to go in. You cannot explain that.
"It is a bad run, which continues, so it is difficult for my players. I cannot reproach my players for what they have done. It is a difficult defeat as we did not deserve this blow today."
After Madrid broke its own mark with the most shots of any team in La Liga this season with 28 – including 11 efforts from misfiring Cristiano Ronaldo – Zidane said his team needed a big win to lift confidence and the gloom around the club.
"Within all the negative you must look for the positive," Zidane said. "We had many good things, and now we are living a hard moment. We can change this, get out of this, by winning games, and winning well.”
Asked if his team was too predictable tactically, Zidane returned to the idea of his team making plenty of chances to score but not taking them.
"We had chances, shots, could have scored," Zidane said.
"In football there are two teams, and what you must do is score a goal more than the opponent. And we tried that. I don't know if we are predictable, we prepare for games. Not taking chances is not a question of being predictable."
"[The problem] could be mental, as this hurts, when you do not win. We are going to keep going, we still have things to show that we are here, and that we are Real Madrid. There is still life, hope, and in football the good thing is you have another game every three days.”