"There are seasons when things go better than in others, but we're a team and all of us are winners or losers".
Gareth Bale, Marco Asensio and Isco all struggled, the trio squandering the chance to impress ahead of next week's Champions League second leg with Paris Saint-Germain.
Real had won five games in a row but rested Cristiano Ronaldo and were made to pay for a below-par performance.
Madrid host Getafe in the Spanish league on Saturday in their final game before the match in Paris. The midfield had Marcos Llorente and Mateo Kovacic, while the fullbacks were Nacho Fernandez and Achraf Hakimi.
They failed to close the gap on the La Liga leaders though as Gerardo Moreno's 93rd-minute strike earned Espanyol a surprise win.
The Spanish global appeared visibly annoyed at being replaced by Karim Benzema, and it is believed his captain berated his poor attitude after the match. But Zidane's XI still should have had enough quality to beat an Espanyol side with a awful record against Madrid in recent seasons.
Following the game, Zidane spoke about his decision to send Ramos up front while saying his team didn't deserve to win or draw.
Instead, Espanyol sustained their momentum at the start of the second half, with Keylor Navas able only to watch as Sergi Darder's header plopped onto the top of the crossbar.
Girona remained in the fight for a UEFA Europa League spot by defeating RC Celta de Vigo 1-0 at home, continuing their impressive debut season in the first division.
The Catalan club was coming off a 6-1 loss against Barcelona at Camp Nou Stadium.