Ronaldo has had a week to forget off the pitch as stories concerning his tax affairs have dominated the headlines.
An international consortium of media organisations claimed last Friday that Ronaldo hid 150 million euros ($160 million) earned from image rights in the British Virgin Islands.
Ronaldo, 31, has strongly denied the claims, saying after Wednesday's 2-2 draw with Borussia Dortmund that "he who owes nothing, isn't afraid."
"I am sure that when people speak about these things, it has an effect, but the most important thing is that it is all resolved quickly," said Zidane today.
"We just want to think about football and winning games."
The European champions can set a new club record of 35 games unbeaten if they avoid defeat against Deportivo.
However, Zidane has taken a risk by also leaving out Modric and Karim Benzema from his 19-man squad with Real set to fly out to Japan on Sunday.
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