Newcastle United's relegation from the English Premier League on Wednesday completed a miserable season for Benitez who was sacked by Real barely six months into the job.
The Spaniard left with Real third in the table, four points off the top of La Liga.
Frenchman Zidane has cut the gap on leaders Barcelona to a single point going into the final games of the season at the weekend, and has led the team into an all-Spanish Champions League final with Atletico Madrid later this month.
News that makes sense
Your trusted source for staying up-to-date with the world around you. Get free daily news updates and analysis, straight to your inbox.
"The coach has helped us a lot and breathed life back into us," Marcelo said in an interview with sponsors Bwin. "We all spoke and we knew we had to change something.
"We've changed and it's been for the best. Many things have changed for the better."
Real head into Saturday's game at Deportivo La Coruna intheir best domestic form of the campaign, having won the last 11 matches.
"I don't like talking about numbers but the truth is we're really happy with Zidane," Marcelo said. "He's a great coach."
(Writing by Richard Martin; Editing by Tony Jimenez)
