The Real Madrid captain earned a second booking in injury-time for elbowing Deportivo's Borja Valle while challenging for an aerial ball, adding to the yellow card he received in the second half for slapping Fabian Schar in an off-the-ball scuffle.
Florin Andone missed a late penalty for Deportivo, while Sergio Ramos saw red for Madrid in the closing stages.
However, it was also the 23rd overall dismissal of Ramos' career, meaning he still has some way to go to break the all-time world record set by infamous Colombian bruiser Gerardo Bedoya, who was sent off 46 times in career that spanned 20 years between 1995 and 2015.
"I'm not happy with what happened to Sergio".
"In some areas we need to look more at English football and let the players play on more, I like their system better. Depor put us in difficulty and had their chances to score".
Zidane made four changes from the side that completed a 5-1 aggregate hammering of Barcelona in the Spanish Super Cup on Wednesday.More news: "Art of the Deal" ghostwriter predicts Trump will resign
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Deportivo were left to rue two big opportunities missed by Florin Andone in the first 10 minutes, whilst the Romanian worldwide also saw a late penalty saved by Keylor Navas.
Victory in midweek sealed a fourth trophy for Zidane's men in as many months after lifting La Liga, the Champions League and UEFA Super Cup.
It was 2-0 just seven minutes later when an unmarked Casemiro tapped home Marcelo's pinpoint cross.
Real Madrid ended the game as a contest just past the hour when Kroos found the back of the net with a powerful finish after Bale had delivered a low cross into the German global.
Bale turned provider for Real's third just after the hour mark as Kroos's deflected effort from the edge of the box found the top corner.