With all four of those clubs in the top six, lots of positional changes in the table were at stake, and it was Los Blancos who emerged best off thanks to Alvaro Morata's late winner off the bench.
Despite the three points going his team's way, Zidane cannot help but be worried as to the ongoing state of his defence, with individual and collective errors blighting the campaign so far.
Even though Real Madrid remain unbeaten this season, it is those mistakes at the back that will prove most costly as the team chases glory in domestic and European competitions and that must be eradicated quickly if Madrid aren't to be their own worst enemies in 2016/17.
The simple numbers will suggest that Real Madrid were dominant at the Santiago Bernabeu on Sunday: WhoScored.com recorded the possession percentage at 65-35 in favour of the home side, Madrid had 24 shots to 10 and could have scored twice more even after Morata's 83rd-minute winner—not to mention Athletic's miserable record at the stadium of late.
It all far from tells the story of the game, though.
Athletic were a huge danger, played aggressively and kept Madrid on the back foot for extended periods. The chances they created should have yielded more than the solitary goal they managed.
Had the match ended 2-2 or 3-3, there could have been few complaints on either side—not for an evenly matched fixture in terms of possession and domination, but because both sides were unable to stay in shape and organised at the back to prevent the other getting regular sights of goal.
Inaki Williams and Cristiano Ronaldo accounted for 15 shots between them during the 90 minutes, the vast majority going to the Madrid man, yet neither found the net—an indication of just how many high-value opportunities there were to increase the scoreline.
Madrid will take the win—of course they will against a very good side—but they took it by fine margins, and the game could just as easily have gone the other way.
Ramos, Early Season
Club captain and Spain international Sergio Ramos took the brunt of the blame early on in the campaign for Madrid's recklessness in defence, but with his absence for the past four matches and Madrid's failure to keep a clean sheet in any of those, it's obviously not just down to the No. 4.
That said, he has to set the tone for the way Madrid defend.
The natural leader in the back line, the spokesman on the pitch and the guaranteed first-choice centre-back when fit, Ramos has to be the player to whom others aspire, look up to in terms of performance and reliability and who fixes problems for the team, not creates them.
This season—and last—he has been the opposite, consistently out of position because of his penchant for drifting forward, switching off at key moments and making rash challenges, especially in the channels.
It costs Madrid chances on their goal and gives belief to the opposition that, even if they fall behind, an opportunity to score is just around the corner.
Madrid only average 9.3 shots against them each Liga match, per WhoScored.com, the second-lowest tally in Spain. However, they have conceded so far this season at a rate of one per game—nine in nine—which is only two fewer than Alaves, who average 15.4 shots per game against them, the second-highest total in the league.
Just one clean sheet for Madrid in La Liga since the opening day is a stat that speaks volumes, and when he returns, Ramos' focus simply must be to regain concentration and stability in the back line.
Pepe and Varane
Ramos' injury-enforced absence for five or six weeks should have been the catalyst for one of Pepe or Raphael Varane to up his game, to establish dominance over the other and ensure he would be the one chosen to pair up with the Spaniard as the first-choice duo.
Instead, they started shakily together and have only got worse, culminating in the match against Athletic, which was riddled with individual errors.
Pepe was comfortably Madrid's best defender at the end of last season, but that form is long gone.
A five-minute spell after half-time in particular saw the Portugal defender make a raft of ridiculous decisions with his positioning, fail to react to danger and make mistakes in possession—this, just a week after his poor pass led to Real Betis' goal.
Varane, impressive in the opening stages of the season, has seen his own form fall off a cliff yet again.
Heralded as a top-class defender in the making for several years, the French centre-back could yet reach that level. But if fitness doesn't let him down, consistency does. Without the latter, he will never be looked upon in the same regard as the world's best down the years. He could, and should, have cost Madrid another goal at least against Athletic thanks to another simple, avoidable, awful error on a backpass.
The full-backs also cannot be exempted. Dani Carvajal hasn't been at his best, Marcelo has always been tremendously important going forward for the team yet beatable at the back and Danilo's defensive woes have been exposed often. He'll likely be in the team next time out against Alaves thanks to Carvajal's suspension.
Athletic's goal at the Bernabeu managed to encapsulate the defensive horror show that was the back four: Marcelo missed his tackle on the wing, Varane missed the chance to intercept, Pepe only cleared against the forward and Carvajal lost the ensuing tackle inside the six-yard box.
No wonder goalkeeper Keylor Navas looked exasperated.
Of course, if a team scores 120 goals a season, a few defensive mistakes can be accommodated, if not enjoyed.
The problem Real Madrid have is that their much-vaunted front line is not firing on all cylinders and passing up chances with frequency. Ronaldo is, of course, bearing the brunt of the damage as the most profligate in the squad, but a lack of cohesion in attack is also contributing.
When the goals dry up, the defenders have to stand firm and ensure their own game is on point.
This season, against Athletic and previously, it hasn't cost an irreparable amount of damage. A few draws, sure, but Real remain undefeated. It is later on in the season when the defensive instability will cost the most, when there is less time to make up ground on points lost in La Liga and when a single goal in a Champions League match can be the difference between progression and elimination.
Zidane has no choice here. A defence that cannot contain Betis, Eibar or Athletic without errors will stand no chance against Juventus, Bayern Munich or Barcelona, and it's extremely unlikely they'll go far into the Champions League again this season without meeting at least one or two of those top sides.
Priority No. 1 might be getting the forwards playing together and scoring again, but a failure to rectify the abysmal lack of concentration in the defence is what will ultimately cost Madrid trophies.