Marcelo insists Real Madrid never feared a shock Copa del Rey exit at the hands of Sevilla despite their unbeaten run almost coming to an end in thrilling fashion at the Ramon Sanchez Pizjuan on Thursday.
Jorge Sampaoli's side, trailing 3-0 from the first leg, were 3-1 up with 13 minutes to play before a Sergio Ramos penalty and a last-gasp Karim Benzema strike sealed a 3-3 draw and 6-3 aggregate win for the visitors.
The result extended Madrid's unbeaten run to 40 matches in all competitions, surpassing the record set by Luis Enrique's Barcelona last season.
Asked if Madrid ever feared they would fail to go through, Marcelo told GOL: "Not at any moment. We had to have patience, there were 90 minutes and we played a great game.
"Sevilla are a great team. We knew that it'd be like this because the result from the first leg didn't decide anything.
"Sevilla pushed but in the end the three goals from the first leg helped us."
Marcelo stressed that his side are not focused on extending their new record, adding: "We're not thinking about that, we're going game by game. The team stood up until the end and we're going to continue like that."
Madrid return to face Sevilla in La Liga on Sunday knowing that a defeat would cut their lead at the top to one point, although they have a game in hand over the Andalusians.
Vicente Iborra, who scored his side's third on Thursday, is determined to take "revenge" after a disappointing end to a spirited display.
"It was our objective, to give everything for our fans. We left everything out there," he said.
"We drew in the last minute. The good thing is that in three days we can take revenge.
"This team has ambition, courage. Some might have thought that we'd take the game as a formality, but this team fights."