Published: 2017-02-16 17:13:56 BdST
Real fell behind to an early goal at the Bernabeu but then outclassed their opponents with efforts from Karim Benzema, Toni Kroos and a stunning volley from Brazilian midfielder Casemiro.
Yet Zidane believes Real, eyeing a seventh straight quarter-final appearance, can take nothing for granted when they travel to Naples for the second leg on March 7.
"We played a great game, I don't know if it was the best match we've played recently, but we made a great start," Zidane told reporters.
"It was a shame about the Napoli goal, but we rectified things, scored ourselves and turned the game on its head I think it was a just result.
"We'll go there to a difficult ground where we'll suffer and it's still an open game. We need to go there and finish it off with our 3-1 advantage."
Real have now won 29 of their last 34 European home games and are unbeaten in their last 12 at the Bernabeu in the competition.
They were caught cold, however, by a fast-attacking Napoli side who are the top scorers in Serie A, when Lorenzo Insigne spotted Madrid keeper Keylor Navas out of position to curl home a beautiful finish after eight minutes.
From that moment on, however, Real were seemingly able to create chances at will, with Benzema heading them level before the break and Kroos and Casemiro scoring in the space of five second-half minutes.
"Our intensity, focus was very high and this is important for us. Against a good opponent with good players on a good run of form you need to be at it," Zidane added.