In the space of just five games, Real have gone from red-hot La Liga title favourites to trailing rivals Barcelona by seven points.
“So now I’m jinxed, am I?” said Zidane two days after Real suffered a shock 1-0 defeat to Real Betis.
“Before I was the shining star… No, no, I’ve always been a shining star, don’t worry.
“I’m at this club and I make the absolute most of being here.
“I don’t think about bad luck, that’s part of football and the good news is that we have a match tomorrow.
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“We have the chance to be able to change that quickly and we’ll do it.”
But Zidane insisted that his team was not of the mindset that La Liga was already beyond their grasp.
Cristiano Ronaldo had 12 shots without scoring during the home defeat to Betis, sparking criticism that he is not playing for the team.
Lionel Messi meanwhile, has scored 9 goals from his last 13 shots on target.
“You can have a 10 or 15-point deficit but in football there are highs and lows and you can experience bad moments and each team will experience them,” the Real Madrid manager continued.
“My character is that I won’t scream for screaming’s sake or do things that are out of keeping for me.
“Tomorrow, we have a match in which to prove ourselves and I have a match to show that I’m worthy of being in this job.”
When Madrid annihilated a crisis-ridden Barca aside 5-1 in the Spanish Super Cup last month, Zidane’s men were expected to romp to the title.
Instead, disappointing home draws against Valencia and Levante were compounded as Real failed to score for the first time in 74 games against Betis.
Real have also been hit by injuries, with left-back Marcelo and midfielder Toni Kroos set to miss Saturday’s trip to Alaves.
Brazilian Marcelo will be out for three or four weeks according to Spanish sports daily As, after suffering a thigh injury against Betis.
Midfielder Mateo Kovacic and striker Karim Benzema are already sidelined, with forward Borja Mayoral, 20, having played in Real’s last two league matches.
German international Kroos has a rib problem, but could be back for the Champions League clash with Borussia Dortmund next week.
“He felt discomfort in his ribs again after the game and we didn’t want to take any risks,” Zidane said.
“I hope it’s nothing serious and he’ll be able to play on Tuesday. He’s in a bit of pain today and the match is tomorrow – we’re not going to risk it.”
Zidane added that he was happy to be coming up against his eldest son Enzo, who joined Alaves from Real’s reserves over the summer.
“I hope he won’t score because we’re competitors, him from his side and me from mine,” he said.