Madrid hold a commanding 2-0 lead from the first leg in the Italian capital three weeks ago, but have little room for error with the Champions League their last realistic hope of a trophy this season after a poor domestic campaign.
“For me it is the most important game because it is the next one,” said Zidane.
“The only thing we have to do is win the game tomorrow. That is our goal, we need to think solely about tomorrow’s game.
“Many people think it is going to be easy and it won’t be.”
Indeed, Roma have won their last seven Serie A games since coach Luciano Spalletti’s return to the club in January to propel themselves back up to third.
Madrid also sit third in La Liga, 12 points adrift of runaway leaders Barcelona and four behind city rivals Atletico.
However, Zidane’s men did at least bounce back from their derby defeat against Atletico last weekend with a 7-1 thrashing of Celta Vigo on Saturday with Cristiano Ronaldo scoring four.
Ronaldo also opened the scoring in the first leg against Roma to take his tally in the Champions League to 12 in just seven games this season.
Nevertheless, the three-time World Player of the Year was jeered by his own fans early in the second half against Celta before exploding with four goals in 28 minutes.
And Zidane laughed off suggestions Ronaldo could be entering his final few months at the Bernabeu before a big-money move at the end of the season.
“I am the coach and I want Cristiano,” said the Frenchman, who also played for Madrid between 2001 and 2006.
“They whistled me and everyone else. It is not questioning the player, it is a fan base that always wants more from their players and that is good for the players to improve and always do well.
“In the end, the fans love the players and that is the most important thing. I always see a full stadium and that says a lot.”
Ronaldo is expected to be joined in attack by Gareth Bale on Tuesday. The Welshman came off the bench to score against Celta in his first appearance in six weeks after a calf injury.
Bale wore socks with holes ripped out around his calfs in an attempt to ease the pressure on his muscles after suffering a slew of injuries during his three years at Madrid.
Lucas Vazquez, who has been praised for his tireless work in defence and attack, is likely to be the man sacrificed for Bale’s return.
“He is prepared and ready to play,” added Zidane.
“I can’t say that Gareth is going to do the same number of kilometres (as Vazquez), but the idea that we defend and attack as a team remains the same.”
Luka Modric, Toni Kroos and Marcelo are also expected to return to the starting line-up after injury as all three featured in training on Monday.
French international Karim Benzema remains sidelined by a thigh injury, so 18-year-old Borja Mayoral and Jese Rodriguez — who scored the crucial second goal in Rome — are expected to fight it out for a place alongside Ronaldo and Bale.