Jose Mourinho's men wrestled back the title from Barcelona after a four-year absence in record fashion, not only breaking the record points total, but also scoring the highest ever number of goals in a league campaign with 121.
Zidane told his own website: "For a team to have beaten the records, in the number of goals scored as well as in points, winning 32 out of 38 games, it is incredible.
"It has been an extraordinary adventure to be a part of this project.
"For three or four years we weren't champions and when one is at Real Madrid the objective is to advance and reverse that trend.
"What the players have done throughout the whole season has been extraordinary."
The Frenchman scored the winner against Bayer Leverkusen when Real last won the Champions League in 2002 and he has highlighted the semi-final defeat to Bayern Munich on penalties as the major disappointment in an otherwise highly successful campaign.
"There are moments in which everything falls on your side and others when it doesn't," he said.
"Penalties are somewhat anecdotal. The 10th European cup is a necessity for this club, we have to try and get it next year and go as far in the tournament as possible."
Zidane was also part of the France side that won Euro 2000 and believes his compatriot Karim Benzema is ready to show his class on the international stage after a fine season in the Spanish capital.
"Karim still has a great progression left in him," Zidane said. "This season he has demonstrated the potential he has and we saw in him.
"He is still young and has a lot still to do. He should have a great European Championship with France and finish the season very strongly."