Los Blancos claimed their 34th league title with a 2-1 victory over Villarreal on Thursday evening.
Zidane’s men have managed to win all 10 matched played since the league resumed following a COVID-19 lockdown.
“The Champions League is the Champions League but La Liga makes me happier, because La Liga is what it’s all about.
“This is a tremendous feeling because what these players have done is incredible. I am lost for words because I am too emotional,” the Frenchman told MOvistar.
Zidane has now won 11 trophies as Real Madrid manager.