That will be played against Celta Vigo on Wednesday before the title will be decided in next weekend's final round of fixtures.
"When there are hard moments we know how to turn it around".
Nacho Fernandez scored the opener in controversial circumstances, taking an early free kick as Sevilla prepared their wall.
Madrid have been linked with moves for David de Gea and Thibaut Courtois again in recent months, but Keylor was "fundamental like always" against Sevilla, according to Zidane. In Spain we know it is nothing easy to win this league.
Luis Enrique's side put on some sublime stuff in Las Palmas in a 4-1 win of their own as Neymar netted a hat-trick and Luis Suarez added another.
"We wanted to have a strong run of form going into the last part of the season and we can not afford to lose a single game".
Barca are top of the table on goal difference (77-60) but Madrid have two games remaining to Barca's one.
Since the European Cup became the Champions League in 1992, Real Madrid have a 100% success rate in Champions League finals.
Zidane said his team had deserved the three points over the 90 minutes against a Sevilla team who had caused them problems, citing a double substitution he made early in the second half when holding midfielder Casemiro entered as a key moment. "Then we had 15 minutes when they had chances, we suffered a bit".
James appeared to wave goodbye to the Madrid fans after he was substituted, amidst reports he has agreed to join Manchester United this summer, but Zidane felt too much had been read into it.
The game's first goal had drawn complaints from Sevilla at the time, but the Frenchman praised the quick thinking from back-up defender Nacho who spotted the opportunity and converted like a forward.
Atletico were inspired by a sensational atmosphere on their last ever Champions League game at the Vicente Calderon before moving to the new 67,000 capacity Wanda Metropolitano next season.
"Every day we are getting closer, we keep winning but there are two games to go and we need to keep doing what we have until now".
"I am sure I could have done a lot of things differently, but there are certain aspects that are out of my control", Setien said on the official Las Palmas website.