Rayo Vallecano delivered David Moyes a first home defeat as Real Sociedad manager yesterday.
Former Manchester United striker Manucho struck late for Rayo.
Paco Jemez's side had been the second-best team for large periods of the game but the Angola international headed in a corner in the 81st minute to give the Madrid side a second win in three matches.
The fact his side had performed well will be scant consolation for Moyes, however, and after eight league games in charge of the Basque outfit the former Manchester United manager has just two wins to his name.