The surprise victory for Manuel Pellegrini’s side came courtesy of one goal from Isco and two from on-loan Manchester City striker Roque Santa Cruz, with an own goal by Sergio Sanchez and a Karim Benzema strike not being enough for Jose Mourinho’s men.
"When you don't win you draw many conclusions, we must keep calm and not to say anything wrong... we were unlucky," Ramos reporters after the game.
"It is not the moment to think of the leaders... we must keep on fighting, this is Real Madrid. "Now La Liga is almost impossible but we must keep on fighting."
The defeat at La Rosaleda leaves Madrid 16 points behind leader Barcelona going into the winter break and the pressure will mount on Mourinho, who made the shock decision to drop captain Iker Casillas.
However, Ramos backed the Spain international to force his way back into the team, adding: "Yes, he is our captain, I think he'll keep on being it, as he's an excellent keeper."