The French coach said Ronaldo did not appear to have a serious injury despite walking off the pitch holding the back of his thigh before the final whistle went.
Zidane had already used his three substitutions and could not replace him with another player, leaving his team with 10 men for the remaining seconds of the game.
The Portuguese forward has played every minute of Real Madrid's 34 league games this season and started all 10 games in the Champions League, only being substituted in the 89th minute of the Round of 16 first leg at AS Roma.
"Once in a while he needs to be substituted so he can rest," Zidane said. "It's necessary for him not to finish one game or to miss one game occasionally.
"But he's a player who always wants to play and give everything he has. It's difficult for me at times."
Spanish newspaper AS reported Ronaldo was suffering from cramp. He is expected to have medical tests on Thursday.
Zidane said he was not worried that Ronaldo had a serious injury, as Madrid prepare for a La Liga game at Rayo Vallecano on Saturday and their Champions League semi-final first leg with Manchester City on Tuesday.
"He is more a team player than people think, he is working very well and defending a lot," Zidane added.
"Everyone recognises his work. He doesn't just score goals, he's another member of the team."
(Editing by Greg Stutchbury)
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