The Russian played from the start and scored Madrid's opener in the 3-1 victory despite being suspended after picking up three bookings while on loan at Villarreal in the tournament last term.
Rafael Benitez substituted the player early in the second half but the damage was done as Cadiz lodged a complaint and the RFEF threw the capital club out of the Copa, though they have confirmed they will file an appeal against the ruling.
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Despite filing the complaint, third-tier Cadiz have tried to distance themselves from the controversy, stating that they only wanted justice and had not set out with the intention of having Madrid disqualified.
"Cadiz deeply regret what happened," a statement on the club's website read. "At no point did our club wish to be in the media limelight in this cup tie for anything other than the party atmosphere it would bring to the city for a game in which we welcomed one of the most important clubs in world football.
"The team is now focusing solely on gaining a victory in our next league engagement on Sunday - an important match in our only objective this season, which is to gain promotion to the Second Division.
"For that reason, we have decided not to make any further declarations on the matter following this statement."