Madrid made light of Ronaldo's absence in the first leg as a double from James Rodriguez and Raphael Varane's header maintained Real's relentless form.
Zidane's men are unbeaten in 39 games in all competitions and can set a new Spanish football record should they avoid defeat for a 40th consecutive game at the Sanchez Pizjuan.
Having already bagged the UEFA Super Cup and Club World Cup this season, Zidane admitted a first ever treble of La Liga, Copa del Rey and Champions League is Real's target for the rest of the campaign, but cautioned there is still a long way to go.
"The treble is our objective, but it is still far off. What matters most is working day in, day out," said Zidane on Wednesday.
The decision to rest Ronaldo once more has been made with one eye on a second trip to the Pizjuan in four days to come in La Liga on Sunday.
Sevilla are Real's closest challengers in the league as they sit a point ahead of Barcelona in second, four off Madrid, who also have a game in hand.
"What Sevilla are doing is phenomenal," added Zidane.
"They are a strong and quality team. Both games are fundamental for us."
Zidane has also rested Luka Modric, whilst Isco and Rodriguez miss out through injury.
However, the European champions are boosted by the return of captain Sergio Ramos for the first time this year, whilst Mateo Kovacic and Lucas Vazquez also return from injury.
Sevilla boss Jorge Sampaoli has also prioritised Sunday's league meeting as three key players: Mariano, Steven N'Zonzi and Franco Vazquez have been left out his 18-man squad.
However, new signings Clement Lenglet and Steven Jovetic are included and look set to make their debuts.