Real Madrid were stunned 1-0 at home by Cadiz on Saturday.
Choco Lozano emerged to hit the winner for the visitors.
Real coach Zinedine Zidane said afterwards: "There's no explanation. We've got to accept defeat and that's all there is to it. We can't be pleased with ourselves and we're not, but these things can happen in football.
"We really struggled to get into the game, it was really tough right from the off. We improved after the break, but we could have had no complaints had they been two or three up in the first half. If you don't get off to a good start, things can become an uphill struggle and that's what happened tonight, but it's no excuse.
"We've lost a game, nothing more than that. Of course it's an important three points because we're at home, we were top of the pile going into the match... Of course they're important, but that's all. We've now got to focus on our next game. We struggled at the start. We didn't get a foothold in the game. We struggled in terms of our fitness and when it comes to creating chances, that depends on the way you start the match. It's true that we struggled badly today."