Real Madrid coach Manuel Pellegrini will not consider resigning after their Copa humiliation at the hands of Alcorcon.

Pellegrini admits the 4-0 result was a shock and he had no warning after a good few days of training.

"It's a shame. I can find no explanation. We have to go forward and take each responsibility," said the Chilean. "I never expected this to happen

"I will not resign over this. Although there's no explanation, there does have to be a solution because the squad looks good. But there is much that needs to be reviewed ..."

On what general manager Jorge Valdano said to the players after visiting them in the locker room, Pellegrini added: "Valdano tried to lift the mood of the squad. Nobody has to hide now."