An 87th-minute counter-attack saw Villarreal silence the Santiago Bernabeu as the visitor claimed a remarkable last-gasp 1-0 LaLiga victory Sunday (AEDT).
Madrid – fourth in the table – has only won one of its past five games as it faces the prospect of falling 19 points behind runaway leader and bitter rival Barcelona.
"It's very difficult for the confidence," Madrid manager Zinedine Zidane said. "We had chances to score but in the end... we couldn't avoid the counter and... it's just very f****** up for all the players.
"What we have to do is keep working, because there will come a time and we have to be there.
"Within all the negative things that are happening to us, we are going to look for something positive."
While retaining LaLiga is all but over, Madrid's grip on the fourth and final UEFA Champions League spot is slipping with Villarreal just a point behind in fifth.
"We have to get a win from somewhere," Zidane said. "We know the situation and every day it gets more complicated, so we are not even thinking about the League, just about the next match."