Real, the record 12-time European champions, remained on course for a third successive title as they edged their semi-final with Bayern Munich 4-3 on aggregate after a thrilling 2-2 draw at the Bernabeu.
Karim Benzema scored both Real goals in between strikes from Joshua Kimmich and James Rodriguez but, in the game’s critical moment, his second was a gift after a huge blunder from Bayern goalkeeper Sven Ulreich.
‘This club has great history and we’re writing more now, as the club has done over the years. Madrid never give up,’ Zidane told UEFA’s official website.
‘We had a lot of difficulties today against good opponents but we believe in ourselves and we achieve things by that, and by fighting.
‘We’ve won nothing yet – we’re in the final, that’s all. It’s not normal to get to three finals in a row but as we’re there we need to try and win it. We’ll do everything we can in order to defend our title. To get there is great.’
Bayern dominated for large spells of a pulsating second leg but Ulreich’s error, missing a back pass from Corentin Tolisso, proved very costly.
‘It was a crazy game, but at the same time it made great viewing,’ said Zidane. ‘We need to congratulate Bayern for a great game.’
Opposite number Jupp Heynckes expressed sympathy for Ulreich, who was played into an awkward position by Tolisso but realised too late he could not handle the ball. He lost his footing attempting to readjust to kick and Benzema stole in.
Heynckes said: ‘Ulreich got confused, had a little black-out. He didn’t know if he could pick it up, realised he couldn’t, got nervous and that’s what happened. It’s a terrible thing for a player to live through.
‘It was a bad moment for my team but we had a lot of chances to score and my keeper played really well overall.’
With Rodriguez – who is on loan from Real – excelling in the second half, Bayern were just one more goal away from victory but the hosts withstood considerable pressure late on.
Heynckes said: ‘Just like my team, I’m disappointed that we’ve not gone through. We would have deserved to reach the final.
‘If you see both games, we were the better team. We weren’t able to reach the final, I’m very disappointed. If we look at the game, both sides played well, it was a beautiful, world-class game of football.
‘But we dominated, I believe, and they should thank (goalkeeper Kaylor) Navas for his spectacular performance, especially towards the end.’