Adri Embarba scored the only goal by converting a penalty midway through the first half and Madrid, aside from an effort by Mariano that was correctly ruled out for offside, rarely looked like equalising.
Zidane resigned as Madrid coach last May after winning a third consecutive Champions League title, but the Frenchman made a remarkable comeback earlier this month when Santiago Solari was sacked.
The Spanish outfit recently re-appointed another World Cup winning French midfielder in Zinedine Zidane as head coach taking over from Santiago Solari.
Spain midfielder Isco was handed his first start in the league since October by returning hero Zidane and broke the deadlock in the 62nd minute by tapping in a low cross from Karim Benzema at close ra
Bale, Isco and Marcelo have all endured difficult seasons under Julen Lopetegui and Santiago Solari, with Bale heavily criticised for his form while Isco and Marcelo have been dropped.