Last week's surprise 2-0 defeat at Wolfsburg left the Frenchman facing the prospect of becoming the first Madrid coach since Manuel Pellegrini in 2010 to fail to reach the last four of the competition.
Tuesday's hat-trick from a resurgent Cristiano Ronaldo at the Bernabeu saved him from that fate.
"I've lived football as a player, I know what it is like. I am now living it as a coach, which is much more difficult," admitted Zidane after the 3-2 aggregate win.
"I can't worry about what might happen. We have to be calm when this (losing a first leg) happens; you can't go mad because all sorts of things happen in football."
Zidane attracted criticism for starting Danilo rather than Dani Carvajal in the first leg in Germany and for his decision to take off Luka Modric, saying: "I had to do something".
In the second-leg, Zidane reinstated the Spaniard at right back and the decision had an instant impact, with Carvajal showing desire to beat Julian Draxler to the ball in midfield and then setting up Ronaldo's opener.
"We are a team and I always have to make decisions, we all win together but it's true that Carvajal was enormous today," said Zidane.
The Frenchman vowed not to get ahead of himself after the win, which was the first time Madrid had overturned a first-leg deficit in the Champions League since 2002 when a team containing Zidane saw off Bayern Munich in the quarterfinals on their way to lifting the trophy.
"I never got a big head as a player and it won't happen as a coach either after a night like this, I know how difficult this job is," said Zidane, who has repeatedly talked about the expectations on a Madrid manager since succeeding Rafa Benitez in January.
The coach did not shy away from suggestions that Ronaldo had saved his reputation, and possibly his job.
"He is the best player in the world and nights like tonight make him a special player," said Zidane. "He makes the difference."