Real Madrid lost 2-1 at home to Celta Vigo in their Spanish King's Cup quarter-final first leg on Wednesday to slump to their second defeat in a row following a record winning streak.
Spain striker Iago Aspas, the top-scoring Spaniard in La Liga, gave the visitors a shock lead in the 64th minute by pouncing on a misjudged back-heeled clearance from Marcelo and showing composure to fire past a sea of defenders.
Brazilian Marcelo made amends with a volley into the Celta net five minutes later but La Liga leaders Real were caught out again almost instantly on the counter-attack.
The lively Aspas robbed Lucas Vazquez around the halfway line and rolled the ball to full back Jonny Castro, who drilled a shot past Kiko Casilla to notch a second away goal for the Galicians and put Celta on the path to their first ever away Cup victory over Real.
Substitute Karim Benzema blazed over the bar from inside the area in the closing stages, failing to avoid a second straight defeat for Real who surrendered a Spanish record 40-game unbeaten run in all competitions with a 2-1 loss at Sevilla on Sunday.
"I don't know what happened but once again we didn't concentrate enough and didn't get into the game. It's a bad moment but we have to get over it. We have a second leg to turn it around but today was a bad game," Zidane told reporters after his team lost two games in a row for the first time under his management.
"Losing is always a possibility but the way we started the game is what annoys me the most because you know if you let the other team play they can cause you problems and that's what happened."
Celta host Real next Wednesday in the second leg of the quarter-final tie with Zidane's side needing to win by at least two goals or with a 3-2 scoreline to advance to the semi-finals.
Real have never overturned a 2-1 home defeat in any competition in a two-legged tie.
"You can never relax against Real Madrid no matter what result you get and the tie is by no means over," Celta coach Eduardo Berizzo said.
"We're going to require a huge night in Vigo to go through. Real Madrid is always the favourite against any team, but we're excited about advancing, this is a great moment for the team."
Alaves took a huge step towards the last four by winning 2-0 at second division Alcorcon thanks to two goals in stoppage-time by forward Ibai Gomez.