Real Madrid's season ended with a home loss to Real Betis and the Brazilian left-back admits his team-mates have nobody to blame but themselves.
Long-serving defender Marcelo concedes he and his team-mates must shoulder the blame for Real Madrid's "tough" campaign.
Madrid concluded their 2018-19 season with a 2-0 loss at home to Real Betis on Sunday, leaving them with a final points tally of 68 in LaLiga - their lowest return since 2001-02.
The Spanish giants also exited the Champions League at the last-16 stage with defeat to Ajax and were beaten by bitter rivals Barcelona in the semi-finals of the Copa del Rey.
And Marcelo, who lost his place in the side to Sergio Reguilón prior to Zidane's reappointment, admits the entire squad should accept responsibility for what has happened over the past nine months.
Marcelo: "We started badly and we ended badly"
"We are the guilty ones," he said after the match. "We started the season badly and we've ended the season badly. It has been a tough year, even tougher on a personal level.
"The next season will soon start and we can't make the same mistakes."
Defeat to Betis was Madrid's third in four matches to see out the campaign, and their first on home soil in Zidane's second spell at the Santiago Bernabéu.