Pepe admits Real Madrid must do better in their defensive work.
Real have conceded five goals in the last two games.
"We are all down about it. It happened against Sevilla and Rayo Vallecano," said Pepe.
"In the second half we didn't have the right intensity but the most important things is to recognise it, and that it has happened in the last two matches and cannot happen next time. We have to give everything for 90 minutes. I don't want to take anything away from Rayo Vallecano or Sevilla. The most important thing is that we got the three points at a difficult ground to win at."
