The Portugal international was left out of the squad to rest his badly bruised eye as Real Madrid suffered a shock defeat against Leganes on Wednesday.
The loss meant they were dumped out of the Copa del Rey at the quarter-final stage and piled the pressure on the manager.
Real are having a nightmare season as they sit fourth in the table, 19 points behind Barcelona.
But Ronaldo wants to rescue the campaign by winning the Champions League for a third successive year.
"If we can win the Champions League at the end of the year, it will be an incredible year," he told Chinese outlet Dongqiudi at Valdebebas.
"We haven't started well in La Liga and we are disappointed, nobody is happy about that.
"But now we must work hard for the Champions League because it's the most important trophy for us.
"It will be difficult in La Liga, but we can't give up, even if we have dropped many points since the start of the season.
"We have to keep working."
However, Real must first get past Neymar’s Paris Saint-Germain in the last 16 stage.
And if they lose agains the Parisians it could spell the end of Zidane’s tenure at the Bernabeu.