Real Madrid director general Jorge Valdano has apologised to his club's supporters following their humiliating 4-0 Copa del Rey defeat to third division Alcorcon.

Although missing a number of star players such as Cristiano Ronaldo, Kaka and Xabi Alonso, Madrid still put out a strong team packed with internationals for the first leg of their round of 32 clash at neighbouring Alcorcon, but that did not save the Spanish giants from suffering one of the biggest upsets in their illustrious history.

It took Segunda Division B side Alcorcon just 16 minutes to go ahead and they were 3-0 up by half-time and 4-0 ahead by the 52nd minute as Manuel Pellegrini's Madrid crashed to their third defeat in five games, having also lost to Sevilla and AC Milan.

Valdano said after the match: "It's difficult. I know how the Madrid fans must be feeling and we apologise to them."

Valdano believes Madrid can still turn the tie around in the second leg at the Bernabeu in a fortnight though, and also gave his backing to under-pressure coach Pellegrini.

"This team is made of up good players and great professionals who are capable of turning this situation around. They are proud players and today we've had really a bad night.

"We have to be united. And when I say united, I include the coach in that," added Valdano on his club's website.

Pellegrini said in quotes reported by Marca: "I'm very embarrassed. There's no reason or explanation for how the team have performed. You have to stand up and everyone has to take responsibility to change things in the next game.

"There's no explanations. We were focused and the training sessions were very good, but Alcorcon played very well.

"We hope our fans can forgive us after this defeat."

Pellegrini is no stranger to cup shocks, having been in charge of a Villarreal outfit that were trounced 5-0 by Segunda Division B Polideportivo Ejido at the same stage of last year's competition before going out 6-1 on aggregate.

Madrid, who have not won the Copa del Rey since 1993, were also the victims of an upset last season as they were knocked out at the fourth-round stage by another third tier side, Real Union, on away goals after drawing 5-5 on aggregate.

Pellegrini said: "Our opponents...we've seen it 3,200 times before. A team who were tremendously motivated and were able to play at their best. I saw them in recent games, we had reports, but they played very well.

"We need to react. We are going to find difficult opponents all over the place. We need to play well everywhere.

Regarding his future at the club, the Chilean insisted he would not be stepping down, adding: "I am not thinking about my job or about resigning, only the next match."