Zidane had warned there was no such thing as an easy game before the tie and his decision to rest a host of stars spectacularly backfired as they lost 2-1 after extra-time to a side that ended the game with 10 men.

"It's not an embarrassment, it's something that can always happen in football," Zidane said.

"Something like this can happen in a footballer's career but I take responsibility for it and we'll keep on working.

"We're not going to go crazy over this."

Real went ahead late in the first half through Eder Militao but an 80th-minute goal from Jose Solbes forced an additional 30 minutes.

Worse was to come for the visitors at the 5,000-capacity Estadio El Collao, which was without fans because of the coronavirus pandemic.

Alcoyano's Juanan hit the winner in the 115th minute, soon after teammate Ramon Lopez was sent off for a second yellow card.

Zidane brought on Eden Hazard, Toni Kroos and Karim Benzema late in the game but the world class talent could not prevent Real slipping to their worst Cup defeat since being knocked out by Alcorcon in the 2009-10 season.

Zidane made nine changes to his starting XI from the team beaten 2-1 by Athletic Bilbao in last week's Spanish Super Cup semi-final but was still able to field a strong side containing five Champions League winners.

"The players gave everything on the pitch, we had a few chances and when you don't score them this is what happens," Zidane said.

"It's a difficult moment because we're out of the Cup, we needed to do more than we did today but at least we tried everything."

Zidane was unfazed when asked if he feared for his position as coach after just one win in Real's past five matches in all competitions.

"When you lose people always talk about that but I take responsibility and whatever will be will be," he said.

Based in eastern Spanish city of Alcoy, the small club of Alcoyano have played four seasons in the first division, but none since the 1950-51 campaign.

Australian Associated Press