Ronaldo has had a week to forget off the pitch as stories concerning his tax affairs have dominated the headlines.
An international consortium of media organisations claimed last Friday that Ronaldo hid 150 million euros ($160 million) earned from image rights in the British Virgin Islands.
Ronaldo, 31, has strongly denied the claims, saying after Wednesday's 2-2 draw with Borussia Dortmund that "he who owes nothing, isn't afraid."
Madrid midfielder Luka Modric and defenders Fabio Coentrao and Pepe have also been implicated for storing earnings from image rights in tax havens in the "Football Leaks" investigation following a huge data leak involving 18 million documents.
"I am sure that when people speak about these things, it has an effect, but the most important thing is that it is all resolved quickly," said Zidane on Friday.
"We just want to think about football and winning games." The European champions can set a new club record of 35 games unbeaten if they avoid defeat against Deportivo.
However, Zidane has taken a risk by also leaving out Modric and Karim Benzema from his 19-man squad with Real set to fly out to Japan on Sunday.
Gareth Bale also remains out injured, but Toni Kroos and Alvaro Morata are set for their first stars in a month after returning from injury against Dortmund in midweek.