It was a disappointing night for Madrid's sides competing in the first leg of the Copa del Rey's last 16 matches on Thursday evening.
Real Madrid were beaten 2-1 by Real Mallorca while city rivals Atletico Madrid were held to a 0-0 draw by Valldolid.
Atletico's Diego Forlan and Luis Garcia were guilty of the worst offences in an open contest with chances for both sides.
Valladolid's Sisi was denied a last-minute winner by a fingertip save from reserve keeper Ismael Falcon.
Elsewhere Real Mallorca took the lead against Real Madrid at the ONO stadi through a Oscar Trejo goal in the 24th minute only for Madrid's Gonzalo Higuaín to peg the home side back directly from the restart.
In the second half Mallorca retook the lead with a goal in the 54th minute from midfielder Juan Arango; it proved to the winning goal with the La Liga leaders unable to restore parity.
The Madrid sides will hope to resurrect their chances of progress in their home legs, both of which take place next week.
On Wednesday, Valencia secured a 2-1 away win over Real Betis, Getafe thumped Levante 3-0 and Recreativo Huelva beat Villarreal 1-0.
Sevilla and Barcelona, Athletic Bilbao and Espanyol, Real Zaragoza and Racing Santander all drew 1-1.