"I didn't expect a game like that," the Real Madrid icon admitted to El Larguero after his former club's 3-0 loss to Paris Saint-Germain on Wednesday night, goal.com reported.
"Especially against a team which was without many of its star men."
Indeed, there had been no Neymar, Kylian Mbappe or Edinson Cavani in the home side. No matter. Real Madrid had "no soul", as AS so scathingly put it.
There was no discernible game plan either, no obvious difference between this season's Real Madrid and last season's – the one humiliated on home soil by Ajax in the last 16 of the Champions League.
It was a historically dismal display, with Madrid failing to register a single shot on target in a competitive fixture for the first time in 10 years.
And it begs the question: Is Madrid any better now than it was before Zidane's return to the Santiago Bernabeu in March?
The Frenchman had, of course, ridden off into the sunset after leading the club to a third consecutive Champions League triumph in May 2018.
As exits go, it was as well-timed as a Zidane substitution. "Nobody's ever done it better," acknowledged Alvaro Arbeloa.
However, Zidane's successor, Julen Lopetegui, was sacked before the end of October, after a humiliating 5-1 Liga loss to Barcelona at Camp Nou.
Santiago Solari was promptly promoted from Real Madrid Castilla to take care of the senior squad on a temporary basis but then given the job fulltime after inspiring an upturn in the team's fortunes.
The new manager bump didn't last long, though, and after two home defeats to Barcelona in the space of four days – in the Copa del Rey and La Liga – effectively ended the Blancos' season, the Argentine was dismissed on March 10 – somewhat bizarrely, the day after a 4-1 win at Valladolid.
It had been obvious after Solari's second Clasico loss that Madrid was in trouble. Zidane returned to rescue the club.
At least, that was the plan. But nothing at Madrid has gone according to plan over the past six months – least of all the summer recruitment strategy.
Zidane came back because he was promised a greater say in transfers and, during the summer, Florentino Perez finally signed Eden Hazard – a decade after the World Cup winner had first recommended the Belgian winger to the club president.
In total, Madrid spent more than €300 million (£273 million/$330 million) on new players during the off-season. Eder Militao and Ferland Mendy were signed to bolster the defense, while Rodrygo and Luka Jovic joined Hazard in a revamped forward line.
The midfield wasn't strengthened, though; it was, in reality, weakened, by the departures of Dani Ceballos and Marcos Llorente. Incredibly, neither player was replaced.
Zidane wanted Paul Pogba, of course, but Madrid didn't have the money, primarily because of its inability to offload James Rodriguez – and Perez's panicked decision to block Gareth Bale's move to China following a season-ending injury to Marco Asensio.
That left Zidane having to not only work with two players he had tried to discard but "count on them." Bale's agent had even branded the coach "a disgrace" for the way in which he very publicly tried to force his client out of the club.
But the Welshman – despite feeling that he had been "made more of a scapegoat than most" – has been the epitome of professionalism, proving one of Real's best performers so far this season. The same could also be said of James, as Zidane himself has acknowledged.
As it has transpired, the continued presence of Bale and James at the Bernabeu is not an issue for Zidane – it's just everything else. His new Madrid side looks a lot like his old one, only slower and weaker.
That's hardly surprising, of course. Sergio Ramos, Luka Modric and Marcelo are all obviously in decline – of the thirty-somethings, only Karim Benzema is successfully defying the ravages of time – while Toni Kroos looks utterly disinterested.
Zidane's attempts to revamp his side have not been aided by a number of ill-timed injuries to the recent arrivals but he is not helping himself with his sparing use of teenage sensation Vinicius, one of the few bright spots in an otherwise dark 2018-19 campaign.
Mijatovic may not have expected the Paris debacle but it had been coming. Real was routed 7-3 by Atletico Madrid in preseason, with even Zidane admitting afterward: "We lacked everything."
Casemiro expressed worryingly similar sentiments after a fortuitous 2-2 draw at Villarreal three weeks ago: "Everything was missing tonight."
Consequently, while Real's dismal finish to last season – three defeats in its final four Liga games – was attributed to the mismanagement of others, the finger of blame is now being pointed at Zidane after a summer of extravagant spending.
He inherited a mess from Rafa Benitez in 2015, of course, and his laissez-faire approach to managing a dressing room of superstars worked a treat.
There were also smart substitutions and timely tactical tweaks, with his use of Isco as an attacking midfielder in place of Bale proving particularly important in the 2017 Champions League triumph.
His best decision, though, was arguably leaving after last year's victory over Liverpool. Zidane knew that Madrid was a side in decline, a side in need of renewal.
"I want to win," he explained on the day of his departure, "and, if I don’t see clearly that we’re going to keep on winning, then it is best to change and not do anything stupid."
Returning may not have been the smartest decision, though.
Zidane can no longer rely on the ridiculously prolific Cristiano Ronaldo to repeatedly bail Madrid out of trouble, or an increasingly injury-prone Modric to pull the strings in midfield, or an ageing Ramos to hold the defense together.
This time around, he has not been charged with steadying the ship but building a new one. It's a far tougher job, not a test of man-management but of tactical acumen and organizational skills.
In that sense, it looks more like a task for a meticulous disciplinarian like Jose Mourinho – who has, strategically, gone public with his enduring love of Madrid in the past few weeks while half-heartedly trying to play down rumours of a return to the Bernabeu – than the far more hands-off Zidane.
As Mijatovic said after the horror-show in Paris, "I don't see Zidane capable of finding the solutions Madrid needs for the team to improve. It's a concern because on Sunday they have to travel to Sevilla."
Where Real will renew acquaintances with Lopetegui, who has the Rojiblancos riding high at the top of the table.
The former Spain boss remains bitter about what he feels was the premature nature of his sacking and he would be well within his rights to point out that Madrid is no better off than it was when it sacked him just under a year ago.
What’s more, while Real often performed poorly during Lopetegui’s brief tenure, it was never as bad as it was under Zidane in Paris on Wednesday night.
And that's a fact.