Real Madrid coach Zinedine Zidane said he was surprised by his side's slow start as it slumped to a second loss in four days, 2-1 at home to Celta Vigo in the first leg of their Spanish King's Cup quarterfinal on Wednesday.

Zidane's squad hadn't lost in a Spanish record 40 games stretching back to April last year before the La Liga leader conceded twice in the final five minutes to lose 2-1 at Sevilla on Sunday.

Zidane said the European champion was still hung over from that disappointment in a first half devoid of goalmouth action at a frigid Santiago Bernabeu, where the temperature dipped below zero.

"It was a strange game, especially the start," said Zidane.

"We have to analyze it, something is wrong for sure. We didn't do what we had prepared to do, especially the intensity. The intensity wasn't good at the start of the game."

The real damage to the host was done in a six-minute stretch midway through the second half as Celta grabbed two vital goals en route to its first win at Madrid in a decade.

Former Liverpool and Sevilla winger Iago Aspas' 15th goal of the season put the visiting side in front before Marcelo equalized with a sensational volley five minutes later.

However, Celta immediately regained the lead when leftback Jonny exploited a huge gap in the center of the Madrid defense to fire home.

The sides meet again for the second leg on Jan 25.

"There is no excuse. We are Real Madrid," said Zidane.

"We have to keep working and think about the next game. We will overcome this.

"We have done well until now but in the last two games we can't be happy with the results. The performance in Sevilla was good, and today it was a bit worse ... but we shouldn't worry."

Brazilian midfielder Casemiro disagreed, saying Real's confidence has been rocked by the back-to-back losses.

"This defeat is concerning because Madrid can never lose," he said. "Losing in Seville damaged us."

Celta boss Eduardo Berizzo claimed he wasn't surprised by his side's success, after knocking Atletico Madrid out at this stage of the competition last season.

But Berizzo said Madrid remains the favorite to progress and believes Celta will need to play even better in the return leg to reach the last four.

"It is a bit arrogant to say we are favorites against Real Madrid, but we will enjoy a win like this," said Berizzo.

"None of my team's victories surprise me. This is a huge win, coming to a place like this and facing the best team in the world, but we believed we could do it.

"We are happy to win, but this result obligates us to play even better in Vigo because we are facing a brilliant opponent and it is the toughest test in football."