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Madrid, who have been drawn against Paris St. Germain in the Champions League last-16, are fourth in the league and enduring a disappointing domestic campaign.
Barcelona sealed a 160 million euro ($190 million) deal with Liverpool for playmaker Philippe Coutinho on Monday, breaking their transfer record, but Zidane wants to persevere with his current squad.
"I don't need anybody (to sign) and that's that. I don't want anybody, I don't want anything," Zidane told a news conference on Tuesday.
"We have a squad, I believe in my squad. There are moments in the season that are difficult, but everything is in front of us and we will see what happens between now and the end of the season."
Madrid were beaten 3-0 by Barcelona at the Santiago Bernabeu in December, with Spanish media saying the reigning Spanish and European champions are in crisis.
The coach was more than an hour-and-a-half late for his news conference after holding a long talk with his players before training.
"I'm not going to tell you what we talked about but these are talks that could happen with any team," added Zidane.
"You can analyse it however you like and say we are in a time of crisis. But what we want to do is find solutions, talk about it and try to do things better.
"We talked a little longer than usual but it was nothing out of the ordinary."
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