Diego Lopez has admitted that Real Madrid were made to "suffer" during Saturday's 3-2 victory over Rayo Vallecano.
Los Blancos appeared to be cruising to a badly needed victory over their city rivals thanks to a Cristiano Ronaldo double and a Karim Benzema header, but they then conceded two penalties in the space of two minutes in the early stages of the second half, both of which were converted by Jonathan Viera.
Madrid ultimately held on to claim all three points, but Lopez says Madrid were given an almighty scare and that the game should serve as a wake-up call for Carlo Ancelotti's men, particularly from a defensive perspective.
"We pressed very high but couldn't put anything together," the 31-year-old goalkeeper told his club's official website. "They played with a lot of intensity and made us suffer.
"This team [Vallecano] is going to get out of the trouble they’re in because they play good football and deserve to be much higher up the table.
"In regards to how we play, our concentration and attitude, we are all responsible. The team makes a big effort to score goals - we have showed that we can create danger against all teams - but we also have to defend. It is the responsibility of all 11 players."
Xabi Alonso started Saturday's clash after making his return from injury in the midweek win over Sevilla, but Lopez warned not to expect too much from the Spain international as he works to recover full fitness.
"Xabi is a very important player for this team but it also takes time after a lengthy injury," he added.
Madrid now travel to Turin for a Champions League clash with Italian champions Juventus on Tuesday night.