The European champions, chasing a second world title in three years, worked out the kinks as night fell, talisman Cristiano Ronaldo leading the players in a gentle jog around a pitch in chilly Yokohama.
"We're very tired from the long flight of course," a bleary-eyed Zidane told AFP. "But that's normal. We will untangle ourselves a bit and feel better after a good night's sleep.
"The serious work starts tomorrow," added the Frenchman, whose side take on Mexico's Club America on Thursday for a place in the final.
"We are here to win the Club World Cup. It's an extremely important target for Real Madrid."
Zidane's Spanish table-toppers, who have strung together a club record 35-game unbeaten run, swept into Tokyo before sunrise on Monday and were greeted at the airport by around 300 fans.
"Personally, I'm knackered," said a smiling Zidane, who hoisted the Club World Cup's forerunner, the Intercontinental Cup, with Real in 2002 and Juventus in 1996.
"But the players will be ready. We're on a fantastic run and that's because we have a great bunch of players -- quality players, intelligent players -- who work their socks off every day in training to be as good as they are.
"We have played nine matches in three weeks but we want to keep this run going," added the former World Cup winner.
Real will be without Gareth Bale as they look to be crowned the world's best team for a fifth time.
The Welshman is recoving from ankle surgery, but the Spanish giants have been boosted by the return of German Toni Kroos after a metatarsal fracture.
Ronaldo is expected to take centre stage as he waits to hear if he has won his third Ballon d'Or, set to be announced later on Monday -- early Tuesday morning Tokyo time.
"We will stay up tonight to see if he's won," said Brazilian defender Marcelo.
"We're all nervous to see if Cristiano wins. He's a great player and he deserves to win. I have so much respect for him."
Real president Florentino Perez has demanded the team complete a Champions League, UEFA Super Cup and Club World Cup treble.
But Marcelo shrugged: "This is Real Madrid -- we're obliged to win. We haven't had much time to sleep and it's a crazy schedule but it would be a dream for the players to win this title."