Real have failed to win a game during their pre-season tour to the US, losing two and drawing two.
The French manager, who led the side to a Champions League and LaLiga double last season, says there is work to be done on the training pitch before they face United in Macedonia next week.
“The feeling isn’t good,” Zidane said.
“There have been good points, but the overall feeling… no. We can’t be satisfied.
"We have four days to prepare for our first competitive game. We have to do better than we have been.”
Asked if he could pinpoint what the problem was, Zidane explained they were “more general issues than anything specific”.
"We started off badly and we know how it is. The bad run is now four games long.
"We want to get ourselves out of this. We have to go back [to Madrid] and think about it.
"We have very little time before [the Super Cup] and we have to rest and get ready for that.”
The comments appear to contradict those he made last week following friendly defeat to rivals Barcelona, explaining that he "wasn't bothered" by pre-season results.
"This is pre-season and I'm sure that the results we've achieved weren't what we were expecting, but this doesn't alter anything," Zidane told the Real Madrid website.
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