Karim Benzema scored the only goal of the game in the 64th minute during a fairly uneventful encounter in Seville.
"The team fought until the end and we were in the game until the end," Lopetegui told the press afterwards.
"The final ball and the final cross evaded us, it's a shame that we didn't get at least a point.
"It was an even game.
"In the first half, we lost possession more and lost it less in the second half.
"We had the idea of finishing moves, finishing with shots, stopping the transitions of Real Madrid, and it wasn't like this.
"We have to choose the final pass and the final cross better, but the team has put in a great shift.
"I really think the game was very even."