It was a relatively comfortable evening's work for Madrid, with Casemiro's first-half header and Lucas Vazquez's second-half finish sealing a 2-0 win.
Madrid controlled the game from start to finish, and Carlo Ancelotti was even able to save the legs of some of his key players.
The coach made four changes from the midweek UEFA Champions League win against Chelsea, resting Dani Carvajal, Ferland Mendy, Toni Kroos and Luka Modric with one eye on the quarter-final second leg.
Stamford Bridge hat-trick hero Karim Benzema remained in the line-up and had the ball in the net inside four minutes after a long pass from David Alaba fell kindly to him, only to see the flag go up for offside.
Madrid dominated the early stages but struggled to create chances, with Federico Valverde coming closest with a volley from a Benzema cross, forcing a tremendous save from David Soria.
The deadlock was broken in the 38th minute after Vinicius Junior put in a delightful cross with the outside of his right foot for Casemiro to head in at the far post.
The hosts knocked on the door for another soon after the break, with Valverde again going close with a free-kick from range.
But Madrid was made to wait until the 68th minute when Vazquez played a neat one-two on the right with Rodrygo before placing the ball with his left foot into the far corner of the net.
The visitors showed a brief glimpse of fight at the end, with Enes Unal hitting the post with an effort in the 90th minute, but it was merely a minor scare for the league leader.