Madrid have not been without their problems this season, but Zidane's side are level on points with league leaders Barcelona heading into this weekend's set of fixtures.
Seven wins, four draws and one defeat - that is how Los Blancos have performed in La Liga this term, while their recent form has been impressive. Indeed, they have won four of their last five matches in all competitions.
After the disappointment of a goalless draw at home to Real Betis on November 2 - where they missed the chance to go top of the table - the capital giants have thumped Galatasaray and Eibar in two competitions.
Indeed, Zidane's side put six past Galatasaray in the Champions League on November 6 before winning 4-0 at Eibar before the international break. Barca are seemingly not going to run away with the league this season, which hands Madrid a serious chance of wresting back the crown.
It will be fascinating to see whether Gareth Bale is involved this weekend following his exploits with Wales, but either way it is set to be a tough battle against a Sociedad side that have impressed many this term.
Only Barca have won more league matches than Sociedad this season, with the Basque side putting seven victories on the board from their 13 matches. A total of 23 points has left them in fifth spot in the table, just two points off the top of the table ahead of this match.
Incredibly, just five points separate the top nine teams in Spain's top flight, which is an indication of the struggles that the likes of Barca, Madrid and Atletico Madrid have had in the early months.
Sociedad's standout result of the season was a 2-0 home win over Atletico on September 14, while they have won three of their last five matches in the league to stay in touching distance at the top.
That said, Imanol Alguacil's side were held to a 1-1 draw by struggling Leganes before the international break, while they lost 2-1 at home to Levante at the end of last month. Whether Sociedad can show the type of consistency needed to be a top-four team this season remains to be seen.
Madrid have already shown this term that they are vulnerable, though, and a team with the likes of Mikel Oyarzabal and Willian Jose in the final third are certainly capable of causing big issues at the Bernabeu.
Real Madrid form: DWLWDW
Real Sociedad form: LWWLWD
Madrid confirmed on Thursday that Lucas Vazquez had joined the injury list, with the Spaniard suffering a fractured toe during a gym session.
Bale trained with Los Blancos on Thursday having been in action for Wales during the international break, although it seems unlikely that the attacker will be named in the XI on Saturday night.
As for Sociedad, Martin Odegaard should overcome an ankle injury to feature against his parent club, although a spot in the starting XI seems unlikely due to his recent issue.
Asier Illarramendi has not played since the end of August due to an ankle injury, though, and is unlikely to feature against his former club at the Bernabeu.
Real Madrid possible starting lineup: Courtois; Carvajal, Varane, Ramos, Marcelo; Modric, Casemiro, Kroos; Hazard, Benzema, Rodrygo
Real Sociedad possible starting lineup: Remiro; Zaldua, Le Normand, Llorente, Monreal; Zubeldia, Elustondo, Merino; Oyarzabal, Willian Jose, Portu
We say: Real Madrid 2-1 Real Sociedad
There is no question that Sociedad have the quality to cause Madrid a lot of issues on Saturday night. Zidane's side have been impressive in their last two matches, though, and we fancy the capital giants to record a narrow win in front of their own supporters.