The 1-0 reverse marked Real Madrid's worst season start at home for over 20 years.
Diario Gol says Morata is regularly in contact with his ex-teammates, especially Isco. However, on Wednesday night he also made contact with skipper Sergio Ramos.
"You're the best!" was Morata's message to Ramos, who is under growing pressure over his poor form so far this season.
Indeed, even Real coach Zinedine Zidane has questioned the defender after recent performances.