The Blancos' goalkeeper claimed the Liga champions produced a flawless display in their Copa del Rey scalp of Barcelona at Camp Nou on Tuesday
The 31-year-old said he was proud of his team's performance, and focused on the commanding manner of the result.
"It was a lesson, a perfect match," Lopez told reporters.
The shot-stopper, who recently re-signed for Madrid as cover for Iker Casillas, believes his new team-mates can draw on the experience ahead of the sides' rematch in the Liga Clasico on Saturday.
"The result gives us a lot of confidence. The Liga is another competition and they'll come out for the win, so we have this match as an example to replicate.
"It was an important game against a great team and we played a first-rate match. The approach was unbeatable and the team was very calm throughout the match."