Znedine Zidane lamented Real Madrid's home woes as the Spanish and European champions slipped to a surprise 1-0 defeat to Real Betis on Wednesday.
The result means Real are without a win in their three league games at the Bernabeu this season, having also drawn with Valencia and Levante.
They now sit seven points behind pace setters Barcelona, who are the only side left in La Liga with a perfect record after five games.
Madrid enjoyed 60 per cent possession and had 27 efforts at goal to their visitors 12, however their dominance was of no consolation to the Frenchman.
"The ball just didn't want to go in for us," Zidane told reporters. "If you score one chance its a totally different game, but when it doesn't want to go in, results like this can happen.
"We need to remain calm, but its just two points from nine at home.
"I feel for the players, the effort they've put in. When the opponent scores like that at the end it hurts.
"Next time we have a game at home we have to ensure that we do everything we can to win and change this bad run."
It was the first time in 73 matches Real had not scored as former Madrid goalkeeper Antonio Adan ensured his boyhood club went away empty handed and captain Sergio Ramos was also frustrated.
"It's not normal in these matches at home against sides who on paper would normally be leaving the Bernabeu with a different result," Ramos said.
"We need to be self-critical and turn the page.
"Hopefully it's just a problem with being clinical. We did everything we could, but there's not been a ruthless side to our finishing.
"Another day it finishes 4-0 or 4-1 and everything is ok."
News did not get better for Zidane as fullback Marcelo limped off with a hamstring problem.
"It might well be the muscle has gone but it needs to be tested, Zidane said.
"We played better than Betis but the result is what matters. I would prefer to play badly and take the three points.
"We had possession, chances.
"Last year we won some games we didn't deserve to and this year it looks like the opposite but we can't go mad about it."
Antonio Sanabria struck deep into stoppage time to hand Real Betis a shock 1-0 win away to Real Madrid on Wednesday as the European champions failed to score for the first time in 74 matches.
Even the presence of Cristiano Ronaldo on his return from a five-match domestic ban couldn't break Betis' resistance as former Real goalkeeper Antonio Adan produced stunning saves from Isco, Toni Kroos and Gareth Bale.
And Betis snatched all three points in the 93rd minute when Sanabria powered home a header from Antonio Barragan's cross.
It is the first time Betis have won at the Bernabeu since 1998.
"It is impossible to win here without suffering," said Betis boss Quique Setien.
"To win against a team like this, your goalie has to have a spectacular game and you have to have luck."
Ronaldo was recalled among three changes to the Madrid side from Sunday's 3-1 win at Real Sociedad as Zinedine Zidane named his strongest available side.
However, it was the visitors who made the stronger start and should have gone in front when Sanabria's goalbound effort was cleared off the line by Dani Carvajal.
Keylor Navas also produced a stunning save to tip Fabian Ruiz's rising drive over the bar.
At the other end, Adan made a smart stop to deny Isco just before half-time and Betis had to resist an onslaught after the break.
Ronaldo blazed wildly over from Bale's inch-perfect cross before Kroos forced Adan into another finger-tip stop.
The former Madrid goalkeeper's finest moment came in denying Bale in spectacular fashion 15 minutes from time, though, as the Welshman's backheeled volley was turned onto the post.
Betis were the side to finally have the ball in the net as the game entered five minutes of stoppage time, but Sanabria had strayed offside as he turned home Andres Guardado's shot.
However, they broke with purpose once more minutes later and this time Sanabria wasn't to be denied as he bulleted a header into the far corner from Antonio Barragan's cross.
- Atletico celebrate -
Earlier, Atletico Madrid celebrated being awarded the honour of hosting the Champions League final in 2019 with an impressive 2-1 win at Athletic Bilbao to move up to third.
The visitors needed to rely on a brilliant penalty save from Jan Oblak to deny Aritz Aduriz just before half-time.
Angel Correa opened the scoring 10 minutes into the second-half by finishing off a flowing move involving Antoine Griezmann and Saul Niguez.
And Yannick Carrasco secured the three points with an angled finish from another Griezmann through ball 17 minutes from time before Raul Garcia netted a late consolation for the hosts.
UEFA awarded their showpiece event for next season to Atletico's new Wanda Metropolitano earlier in the day.
And the feel-good factor around Atletico following their 1-0 victory over Malaga to open their new 68,000 capacity home at the weekend continued with a commanding display in their fifth away trip in six games so far this season.
"It is another important step for the club. Hopefully on the field we can match the growth of the club," said Atletico coach Diego Simeone.
"We are making an enormous effort. We have played five games away from home and the response has been positive."
Sevilla moved into second, two points behind Barca, as Jesus Navas scored the only goal of the game in a 1-0 win over Las Palmas.
Alaves remain without a point or even a goal after five games as Luisinho's winner handed Deportivo la Coruna a 1-0 win for their first victory of the season.
Leganes stay in the top half after a 0-0 draw at home to Girona.