The 46-year-old started the session by giving a talk to his players in the centre of the pitch.
Spanish sports paper Marca say Zidane sent a message to the group making it clear they need to improve performances and end their disappointing season by recovering some pride.
He then lightened the mood by enjoying some greetings and reunions with the players in person.
Marcos Llorente, Vinicius Junior, Dani Carvajal and Lucas Vazquez continued their recovery from injury, with midfielder Llorente out running and doing ball work on the grass.
Zinedine Zidane takes his first training session as the new manager of Real Madrid (Image: GETTY)
Marca add that Zidane designed a training session that began on the pitch with a circuit where the players combined physical and ball work.
They then worked on possession and pressing before ending with games on a reduced-size field.
Zidane is looking to boost morale at the club where he has cemented his status as a player and manager.
“I left the club because I thought the squad needed a change after winning everything,” he said.
“I’m back because the president called me. I am happy to be back but it's a big responsibility because a lot of people love this club.
Zinedine Zidane is back a Real Madrid for a second spell as boss (Image: GETTY)
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“We won the Champions League last season but we lost the league early and the cup too and I was at the controls when those things happened.
“I know what I did wrong last season and I'm going to do my best to make sure the team does better this time.
“We have to change things but right now we have time to talk and plan. We have 11 games left.
“Things are going badly in the league but I was the coach last season and it was the same (in the league).”