Los Che were humbled 2-1 by the Segunda Division side on Tuesday, leaving them with some work to do in next Wednesday's last 16 second leg.
Dani Parejo scored the away team's only goal, while Valencia's forward pairing of Kevin Gameiro and Batshuayi both drew a blank.
The Chelsea loanee was given only 45 minutes before being substituted, in a decision Marcelino defended as "tactical" after the final whistle.
But the coach also let slip his concerns over his attacking options in strong post-match comments.
"We need signings up front. In some cases our patience has run out," he fired to reporters, while stopping short of naming either Batshuayi or Gameiro as the subject of his ire.
The Belgium international, however, has so far failed to impress the Mestalla faithful, scoring just once in 15 Liga outings in a run which has seen him mostly relegated to the Valencia bench.
Valencia, meanwhile, languish in 12th place in the Primera Division and went out of the Champions League at the group stages, with a paltry return of 16 goals in as many league games laying bare their problems in front of the net.
This is not the first time that Marcelino has registered his disappointment with Batshuayi, previously suggesting that his loan deal could be cut short.
"At the right time we will analyse the final situation and we will decide [what to do with Batshuayi]," the coach told reporters in December .
"There is a transfer [clause], I do not know what the situation is contractually, but for all parties who want to leave, we will look for what is best for Valencia and thus the appropriate decisions will be made."