Madrid go into the 36th game of the 38-match season at the Alfredo di Stefano stadium four points ahead of arch rivals Barcelona who face Osasuna.
Victory will stop Barcelona from notching up a third consecutive La Liga crown and bring Madrid a record-extending 34th top flight title.
"We have to focus all our energy on the game, nothing else," said Zidane.
"There is a lot of talk but all the players and everyone who works at the club are only thinking about the game. Nobody knows what will happen until it happens."
While Barcelona's ageing squad appears to have struggled with the frequency of matches since the resumption of football in Spain, Madrid have seemingly delighted in the pile-up.
Desire
"It was something quite particuar that when we started to work again after lockdown and after three months at home, the players had this desire to do something great," said Zidane.
"I saw the players and they wanted something more, they were staying after training to do extra. That says everything you need to know about this team."
When football restarted after the restrictions to stem the spread of the coronavirus pandemic, Barcelona were ahead. But while Madrid have won all nine of their games, Barcelona have drawn three matches to hand over the advantage.
Barcelona coach, Quique Setien, conceded Zidane's team had shown greater consistency since June.
"It's not so much because of our failings - that we have had three draws - but Madrid's success," said Setien. "They have done things better."
Setien, who took over from Ernesto Valverde in January, added: "I take responsibility but not all of it. When people look for a scapegoat they always look at the coach but I don't feel like I did things so badly.
"I would more give credit to Madrid who have won all their games."
