Real Madrid suffered a humiliating 4-0 defeat away to Alcorcón in the first leg of the Copa del Rey fourth round, proof that in football, money doesn't always buy happiness.

Although big guns Cristiano Ronaldo and Kaka were missing for Real Madrid, they still fielded a star-studded line-up as they headed for the capital's suburbs to visit third-tier Alcorcón.

Alcorcón, with a budget 400 times smaller than Real's, lie eighth in the Segunda Division B Group 2, so it came as some surprise when Borja claimed a 16th-minute opener.

The hosts doubled their lead when Arbeloa put the ball in his own net in the 22nd minute and Ernesto stunned their illustrious visitors by making it 3-0 just before the break.

Real failed to fight back in the second half and Borja put his name in the headlines by claiming a second in the 52nd minute, meaning the Spanish giants have it all to do in the return leg if they are to avoid an embarrassing exit.

Jorge Valdano, director general of Real Madrid, apologised to Real fans on behalf of the club for the defeat at the hands of lowly Alcorcón, saying that it was "a lesson in humility".

Neighbours Atlético Madrid enjoyed a much better evening, though, notching up a 2-0 win at UD Marbella and the first with Quique Sanchez Flores in charge.

Sevilla overcame Atletico Ciudad but the third-tier outfit made the 2007 winners work hard for a 4-2 victory.

Recreativo Huelva and Sporting Gijon have all to play for after playing out a 1-1 draw.

The second legs will be played on 10th November.