Paco Jemez claimed his side let two points slip away from them after drawing 0-0, and Fernando Vazquez was in full agreement.
The Franjirrojos were held to a goalless draw on Saturday at the Riazor, and the 42-year-old has insisted that his side should have won the match.
“I leave here with the feeling that we dropped two points,” he told a Press conference. “The first half was all ours.
“I would be worried if we had not created any chances, but they were there.
“I congratulate my players for playing the game the way they have – we deserved to win by it was not to be.”
The Turcos Coach meanwhile conceded that his team were second best.
“The players are better than they appeared here,” he told a Press conference. “We have to win games.
“Today was a good opportunity to do that and we did not take it.
“We suffered a lot here. Rayo were very comfortable.
“We need to win seven or eight games before the end of the season, or that's it.”