Gareth Bale provided two assists for the second consecutive game as a double from Cristiano Ronaldo and a Karim Benzema header saw Real Madrid squeeze past Rayo Vallecano 3-2.
Ronaldo had scored a hat-trick in the 7-3 mauling of Sevilla on Wednesday and the Portuguese took just three minutes to open the scoring with a cool finish after racing onto Luka Modric's pass.
Rayo then had a strong penalty appeal waved away and a goal disallowed, but Madrid doubled their advantage just after the half hour mark as Bale's right-footed cross picked out Benzema to nod home his seventh goal of the season.
Ronaldo added a third just after the interval from Bale's low cross, but two Jonathan Viera penalties in as many minutes gave Rayo hope.
The hosts then piled on the pressure for the final half hour and Alberto Bueno struck the post as they came agonisingly close to an incredible comeback.
And despite holding on for the win, Real boss Carlo Ancelotti was furious with his side's lack of control after half-time.
"Against Sevilla we were 3-0 up and let them back into the game. Today the same thing happened and that is not a coincidence," he said.
"We need to change and remove the superficiality we have on the pitch, the second-half was a disaster. You cannot let a team back into the game like that when you have the quality of Real Madrid."
Bale was starting a second consecutive game for the first time in his Madrid career and Real started where they left off in midweek as Ronaldo took advantage of Rayo's dangerous high line to skip past Alejandro Galvez and slot calmly past the keeper for his 19th goal of the season.
Rayo were very unfortunate not to be awarded a penalty moments later when Dani Carvajal appeared to clip Nacho inside the area.
