Real battered Mallorca's goal, but it was Ariel Ibagaza who popped up with a late winner for the visitors to end president Ramon Calderon's hopes of a Treble this season.
Mijatovic said afterwards: "I believe that the team has played well, one of the best games of the season. There were many chances, 15 were created, but when you miss so many you always get punished.
"It was a good performance going into the next games.
"Now we have two important competitions left where we have desire to do something important. In the Liga we have a good lead and we want the Champions League."