Real Madrid captain Sergio Ramos was left frustrated as Los Blancos were held to a 0-0 draw at home to Real Betis.
Zinedine Zidane's side had a chance to move ahead of arch rivals Barcelona into top spot, with a win against Rubi's side at the Santiago Bernabeu.
However they were unable to find a breakthrough against a well organised Real Betis side, and remain in second place, one point behind Ernesto Valverde's side.
"We are left with a sour taste at full time.
"We have lost a good opportunity to lead the league.
"Results have been in our favour, but we have not taken advantage, an that is frustrating."
Real Madrid now face a tough run of games in the coming weeks in both La Liga and Champions League action.
Galatasary head to the Spanish capital in midweek, with a win edging them closing to a place in the last 16 of the competition, with La Liga games against Eibar and Real Sociedad to follow in the coming weeks.
