Nacho Fernandez said bad luck was the reason Real Madrid failed to score for the third consecutive game after Julen Lopetegui's side slumped to a 1-0 loss at CSKA Moscow in the Champions League.
After Nikola Vlasic capitalised on Toni Kroos putting Raphael Varane under pressure with a bad pass in the second minute, Madrid could not break CSKA down in Tuesday's Group G clash.
Casemiro, Karim Benzema and substitute Mariano Diaz all hit the woodwork for the holders, who were without Gareth Bale, Marcelo and Isco due to injury, while Luka Modric was on the bench and captain Sergio Ramos rested entirely.
But Nacho refused to blame Madrid's shock loss – which came despite goalkeeper Igor Akinfeev's late red card for the hosts – on the rotation policy of his boss.
"The defeat is unfair, the team gave everything," Nacho told Movistar.
"Shots off the woodwork, chances missed, but that's football for you, and this competition has a long way to go yet.
"The problem is when you do not make chances.
"We are not used to going runs of games without scoring.
"But today we had many chances, all we can do is keep working."
Sergio Reguilon had a debut to forget filling in at left-back for injured Brazil international Marcelo.
But he backed up Nacho's view that Madrid were simply unfortunate as their run without a goal extended.
"The ball did not want to go in," the 21-year-old said to Movistar.
"The important thing is to keep making chances. We are Real Madrid and must not lose our heads."
