Luis Suarez hit a hat-trick as Lopetegui's dismal Madrid reign appeared to near its end after Los Blancos were dismantled in his 14th game in charge.
Philippe Coutinho and Arturo Vidal added to Suarez's treble to leave Madrid ninth in LaLiga.
Lopetegui is likely to pay with his job, but Brazilian Casemiro is adamant that Madrid's underperforming players are to blame for such a humiliating reverse, not the under-fire coach.
"Every single one of us has been disastrous tonight," he said.
"We didn't give the best image of ourselves. It's happened too often this season. We didn't play well enough. We can't blame the manager. The players are fighting for everything on the pitch, but the result is different.
"The players on the pitch have the responsibility to run harder, fight harder. You have to give the maximum at this club. We are not having a very good season.
"We have to be calm. We know we are not playing at our best level. It's going to be a tough season.
"Talking about the manager makes no sense right now. It's the players who have been out on the pitch, we're the ones who have lost, we're the players who are responsible for what is happening. We're worried about it."
Real Madrid have lost three successive Primera Division matches for the first time since 2008, while they find themselves ninth in the standings, having suffered defeats in four of their nine league fixtures to date this season. Consequently, they find themselves seven points off the pace of Barca, who lead the way.
Nevertheless, Lopetegui finds himself under more pressure than ever, with a fixture against Real Valladolid looming next weekend.