Victory extended Real's unbeaten run in all competitions to 31 matches, but Madrid were grateful to a late Duje Cop missed penalty to secure all three points against a Sporting side that hasn't won in 10 games.
Ronaldo struck twice inside the first 20 minutes to take his tally to 10 goals in as many La Liga games this season.
However, Carlos Carmona pulled a goal back 10 minutes before half-time and Sporting missed a huge chance for an unexpected point when Cop blazed his penalty high and wide 12 minutes from time.
"We can't be happy with the content of the game, but that can happen sometimes," said Zidane, whose 81.8 percent win rate is now the best of any Real coach in La Liga history.
"When you go two goals up you have the game in your hands and one goal for the opposition changes everything. They go in at half-time more confident.
"It was our third game in a week, a lot of rain, less concentration which made everything more difficult.
"Having said all of that, we are happy because we are still the leaders and on a great run."
Madrid's fine form will be fully tested when Real travel to face Barcelona next Saturday in the first Clasico of the season.
However, Zidane insisted there is no need for concern ahead of a meeting with Barca's fearsome frontline of Lionel Messi, Luis Suarez and Neymar.
"There is no concern," added Zidane.
"We have a week ahead of us to work, work and work some more."
Barca can cut the gap back to four points ahead of the Clasico if they can register a first win away to Real Sociedad in nine years on Sunday.