The small town of Alcoy just north of Alicante, whose entire population of around 60,000 would fit inside Real's Bernabeu stadium, were out in force to watch their side take on the nine-time European champions.
The hosts survived until the 20th-minute when Benzema headed the opener and the France striker set up Brazil midfielder and captain for the day Kaka to score the second with a low shot across the goal.
Real youth team player Jose Rodriguez curled in the third in the 66th minute, and after Alcoyano's Javi Lara had beaten Antonio Adan at his near post with a free-kick, Kaka set up Benzema for the fourth near the end.
Atletico Madrid, Malaga and Real Zaragoza all won while Rayo Vallecano and Celta Vigo fell to lower league opposition. The second legs are scheduled for November 28.
Europa League winners Atletico extended their unbeaten run to 23 games in all competitions with a 3-0 victory at Segunda B side Jaen.
The hosts had defender Dani Torres sent off for handball in the area after 27 minutes after which Diego Costa netted from the spot.
Substitute Adrian Lopez bagged the second with a fine run and shot, and Raul Garcia nodded in a third at the end.
Malaga had a tougher time beating third-tier Cacereno 4-3 needing a double from Roque Santa Cruz to see them through after the hosts came back from two goals down to level at 2-2 just before half-time.
Cacereno had their goalkeeper sent off just after the restart but a late strike from Esteve kept their hopes alive for the return leg.
Second division Almeria upset promoted Celta Vigo 2-0 at home, the visitors having to play the last half-hour with 10 men following a red card for Jonathan Vila.
Another second division side La Palmas also sprung a surprise with a 1-0 win at home to Rayo, who had goalkeeper Dani Gimenez sent off after only five minutes for handling the ball outside the area.
In the only all-La Liga tie of the night Zaragoza made the most of home advantage to beat Granada 1-0 with a late goal from Carlos Aranda.
The defeat piled the pressure on beleaguered new Granada coach Juan Antonio Anquela who has only managed two wins in 10 games so far this season.
