Real Madrid coach Manuel Pellegrini was left struggling to explain how his side came away from San Mames empty-handed after seeing them dominate against Athletic Bilbao but still end up losing 1-0.
Madrid started poorly, with Athletic hitting both posts during an early attack before then taking a third-minute lead through Spain striker Fernando Llorente, but Pellegrini's men were soon in their stride.
They created a host of chances but a mixture of poor finishing, the woodwork and the brilliance of Athletic goalkeeper Gorka Iraizoz meant Madrid slumped to only their third league defeat of the season.
A perplexed Pellegrini, whose side had also lost away to Sevilla and Barcelona, said after the match: "It's difficult to find explanations for the game. We had five or six clear chances but we were not decisive enough.
"Athletic are a very strong team that knew how to defend the early advantage they got. We were unlucky. We are a high-scoring team and we have plenty of alternatives, but we lacked precision.''
Madrid's defeat was compounded later in the evening by Barcelona's 4-0 defeat of Sevilla, meaning the capital club now trail their arch rivals by five points at the summit.
Pellegrini is refusing to panic though, pointing out there is plenty of the season left and that they have now played most of their toughest away games.
"There is a lot of the league remaining, the whole second half of the season,'' he said. "There are 60 points left to play for, so nothing has been decided. The most important thing now is that we beat Malaga.
"In this first half of the season we've played against important teams away from home,'' added the Chilean, whose side have gone to Barca, Atletico Madrid, Valencia, Sevilla, Villarreal and now Athletic.
"The team is looking very strong in every aspect. We are not going to lack either the spirit or the desire to hunt for the title.''