Marcelo: Real must learn from Villarreal draw
The Liga leaders were pegged back by Gerard Moreno at the Santiago Bernabeu after Cristiano Ronaldo had opened the scoring from the penalty spot after 52 minutes, and despite immense pressure they were unable to find a winner.
Villarreal's dogged display saw Real drop points at home in the league for only the second time this season, enabling Barcelona to close the gap to two points at the top of the table.
Real travel to Athletic Bilbao next weekend, and Marcelo says they have plenty to work on to ensure they do not give up further ground.
"Winning would have been an important step," he told the club's official website.
"We tried to do everything, we fought and ran, we had several chances but the ball has not gone in. We are saddened by the result.
"Every game is like a final for us and we will try to win against Athletic.
"We'll see what we have failed [against Villarreal] to ensure we do not repeat it. We know that only depend on ourselves and we must work to win."