Alvaro Arbeloa took full responsibility for Real Madrid's stunning Copa del Rey elimination by second-tier Albacete, though he is certain his humiliating debut defeat will make him a better coach.

Albacete, who are 17th in the second tier of Spanish football, advanced to the quarter-finals of the Copa with a famous 3-2 victory at the Estadio Carlos Belmonte.

Madrid twice came from behind to level, with Franco Mastantuono and Gonzalo Garcia cancelling out goals from Javi Villar and Jefte Betancor, but Albacete's number 10 netted a dream second – which arrived four minutes into stoppage time – to send the hosts through.

Including Arbeloa, only two of Madrid's last 10 coaches have lost their first game in charge (five wins, three draws), with Julen Lopetegui also going down to Atletico Madrid in the UEFA Super Cup in 2018.

Arbeloa did not shy away from the magnitude of the loss, telling reporters: "Always, at this club, even a draw is bad – it's a tragedy. 

"It's painful, and I'm sure all our fans are hurting. We knew the difficulties we would have; we saw it against Talavera [in the previous round].

"I am responsible for this, I am the guilty one."

Madrid still have multiple opportunities to win silverware this season, as they remain in the box seat for a top-eight finish in the Champions League standings and are second in LaLiga, four points behind Barcelona.

They host Levante in Arbeloa's first league game at the helm on Saturday before a tricky run of fixtures against Monaco, Villarreal and Benfica, and the former right-back insists he will use this loss as a learning experience.

"At [Tuesday's] press conference, I said this; I'm not afraid of failure," he said.

"And I understand anyone who wants to describe this defeat as a failure. Failure is on the road to success. It will make me better. It will make us all better. 

"I'm not afraid of failure. I've failed many times in my life, with tougher eliminations than this one. Now, we will prepare for the next match with the utmost dedication."

Kylian Mbappe, Jude Bellingham and Thibaut Courtois were omitted from Arbeloa's squad, with the former injured and the latter duo remaining in Madrid to rest.

Arbeloa still selected a strong lineup that included Vinicius Junior, Federico Valverde and Arda Guler, though, and he has no regrets about his decisions on that front.

"I was convinced that the team was the right one. The players that were there... it was a great team. I have a great squad, full of talented players who can make the difference," Arbeloa insisted.

"With a new coach for one day, it was hard for them to do everything I asked of them. We have many players we still have to recover to their maximum physical levels."