Speaking after Sunday's 5-1 win over Sporting Gijon, Ronaldo said the results of "a week of hard work" are visible on the pitch, with the squad "in good spirits with Zidane."
Ronaldo, who scored twice, says Zidane has "a different concept" of football and "sees the game differently" to previous coach, Benitez.
Part of the change comes from Zidane's insistence on "keeping possession of the ball in the opponents' half," Ronaldo says.
With half of the season still to go, Ronaldo says the team hopes to reach the end of the Spanish and Champions leagues feeling as positive, adding "we are happy about how things are going."
Under Zidane, Madrid has had two five-goal league wins, with consecutive victories over Deportivo La Coruna and Sporting Gijon.
"I honestly notice an improvement in the team's attitude with Zidane's arrival," said Ronaldo. "The players feel a little more empathy for Zidane, do not ask me why because I couldn't tell you, that's football."
Ronaldo said it wasn't that Benitez "was not doing his job well, it's just things weren't working out."
Luka Modric said part of the problem was that Madrid's squad was not fully physically fit during the early part of the season.
"We had a hectic pre-season," said Modric. "Flying from Australia and China, we traveled more than we trained."