The Argentine came off the bench to score the opener and grab an assist as Los Blancos side progress with ease in the cup, with Callejon netting a brace
Los Blancos dominated possession for the majority of the match, but found difficulty in breaking down the brave defense of the visitors. The opening goal eventually came midway through the second half when Angel Di Maria swept home from the right-hand side. A brace from Jose Callejon in the latter stages sealed the win.
The game was less than a minute old when Madrid's captain for the night Raul Albiol picked up a knock in a challenge with Javi Lara. Despite returning to the field of play he only lasted until the eighth minute as his ankle continued to trouble him, and he was replaced by the Portugal international Fabio Coentrao.
A fairly tepid start was brought to life by a moment of brilliance from Luka Modric in the ninth minute. The former Tottenham man lashed a venomous half volley at goal from 20 yards that was only kept out by a fine save from the Alcoyano goalkeeper Adrian Murcia.
Madrid, and particularly Modric, began to exert greater control in the midfield areas, and it was not long before the club threatened the Alcoyano goal again. The Croatian midfielder turned provider on this occasion, dissecting the Alcoyano defense with a perfect pass to Jose Callejon. Murcia rushed from his line to meet the Blancos attacker, and his antics were enough to put the 22-year-old off as his shot drifted wide.
Denis Cheryshev, making history this evening as the first Russian player to appear for Real Madrid, nearly capped his debut for the Liga club with a goal midway through the first half but for another smart stop from Murcia.
Murcia was called into action once more before halftime as he produced a diving save from Callejon's devilish free kick from 25 yards.
Despite Madrid's dominance of both possession and chances in the first half the game was goalless at the break.
The second period started off in the same mould as the opening 45 minutes, with Mourinho’s men dominant in possession in and around the Alcoyano final third.
However, the visitors were arguably let off the hook 10 minutes into the second half when Sampedro Omar latched on to a pass through the middle from Jorge Devesa. The Alcoyano man only had the goalkeeper to beat but the play was brought back for a questionable offside decision.
The fans of the Segunda B side were in high spirits throughout the match, but in truth there was only one team that looked likely to break the deadlock as the game progressed, and it would have happened earlier if not for some superbly times interceptions from Juan Pereira and Oscar Lopez.
The opening goal eventually came 72 minutes in when substitutes Karim Benzema and Di Maria combined. The Frenchman, with one of his first touches in the match, found his teammate on inside right channel, and the Argentine showed composure to curl the ball into the far corner with a left-footed strike.
The strike from Di Maria added further woe to the visitors as Javi Selvas was shown a second yellow card in the aftermath of the goal, and was subsequently sent off.
The hosts probed for another goal, with strikes from Benzema and Di Maria coming within inches of doubling the lead. However, it was Callejon who eventually netted when he picked up the ball near the penalty spot and beautifully dinked the ball over the onrushing Murcia.
The 25-year-old doubled his tally moments later with a lovely finish through the legs of the Alconayo goalkeeper, ensuring an eventual comfortable victory for Los Blancos.