While the Real squad was put through its paces on Friday, Ronaldo did sprints on his own.
Zidane will rest Ronaldo ahead of Real’s Champions League last 16 return game at Napoli next Tuesday.
“As you know, all matches are important but the most important is that the player is OK,” Zidane said.
A 3-3 draw at home to Las Palmas on Wednesday saw Real Madrid lose top place in the Spanish championship for the first time since October.
Ronaldo once again proved decisive in salvaging a point with two late goals against Las Palmas pulling Madrid back from the brink of a defeat.
They are one point behind Barcelona, but have a game in hand.