The centre-back was less than impressed with the level of officiating in Saturday's encounter with the Pucela, but promised the fans that the team will never give up
The Portuguse believes his side were the victims of a number of undeserved yellow cards, and argued that Sergio Ramos' ruled-out strike should have stood.
"It would have been a much more comfortable victory if the goal we scored hadn't been disallowed; Sergio Ramos was not offside," he was quoted as saying by AS.
"There are many things going against us, but we are Madrid and we will keep on fighting until the end.
"We were also awarded yellow cards for fouls that were never fouls, but we did our job and we leave here with a clear conscience."
Pepe then went on to comment on his team's susceptibility to set pieces, and stated that every player is trying their best to improve.
"We conceded two goals from dead ball situations but we could have scored more. We are working very hard to improve.
"We have to fight and win in every game now, thank God we leave here with three points. The crucial thing is that we all chip in to help us win the next game too."