Toni Kroos gifted the hosts their goal in the second minute with a terrible backpass that was picked up by Nikola Vlasic, who fired past Keylor Navas from just inside the penalty area.
They also failed to score for the third successive match in all competitions for the first time since January 2007.
Modric, who started off the bench on Tuesday, is adamant Madrid will arrest their slump.
“It’s not a crisis but we haven’t been performing the way we should.
“No doubt, we’ll get back to winning ways.
“As for tonight, CSKA showed they are very well organised and have really good players.
“They used their chance, we didn’t use ours,” Modric told reporters.
Read More Sports News HERE