Zinedine Zidane insisted there was no shame in Real Madrid's shock loss to third-tier side Alcoyano in the Copa del Rey.

Madrid were stunned by the Segunda Division B outfit in the last 32 as Juanan scored a 115th-minute winner on Wednesday.

Jose Solbes had earlier cancelled out Eder Militao's opener and Alcoyano found a winner despite Ramon Lopez's red card in extra time.

But Madrid head coach Zidane dismissed suggestions the defeat was shameful for the LaLiga champions.

"Those are your words. Those words, they do not belong to me," he told a news conference.

"This is football, difficult things because it's true that we play against a Segunda B team and we need to win the match normally, but at the end it hasn't been like that and this does not mean that this is a shame. It can happen and it happens sometimes in a footballer's career and responsibility must be assumed. I completely do.

"We will keep working … another painful day because we don't like to lose and overall for the players, because they just want to win. We won't get crazy now, let's think and keep working."

Excluding the defeat to Cadiz in 2015 for an illegal line-up, Madrid were knocked out of the Copa del Rey by a lower-league side for the first time since 2009.

No goalkeeper has made more saves than Jose Juan Figueras (10) in a game against Madrid this season as Zidane's men suffered back-to-back cup losses.

Asked if the players still believed in him, Zidane said: "Yes, I believe so. Then you have to ask them.

"We work, we try and lately we have done good things even though lately a bit less, but apart from the last three or four games, I believe that we have done good things this season.

"Now we have to think on LaLiga and the Champions League and that's it. To focus because things can be done. But if the players are still touched by my message? You have to ask the players. I believe so and we are in the same boat here."