Valencia goalkeeper Jaume Doménech has branded their situation as a "disaster".
In last night's Copa tie, Celta Vigo ran out 4-1 winners at Valencia, where there were pre-match demonstrations outside the Estadio Mestalla against owner Peter Lim.
Los Che sit 17th in LaLiga and saw coach Cesare Prandelli walk out this week following an apparent row over January transfers.
Jaume remarked afterwards: "I do not know what to say.
"The truth is it has been a disaster, I do not know how we conceded these goals. These games at home, the only thing we can do is not give up.
"This situation today is regrettable and we can not continue like this."