It was an astonishing setback for Real, who spent a fortune in the close season transfer market, but were routed at Alcorcon's modest 3, 000 seater stadium on Tuesday night.

CNN: Real coach Pellegrini feels heat

Real currently top Spain's La Liga ahead of arch-rivals Barcelona, but their exit from the Champions League mirrors a humiliating defeat to third-flight Alcorcon in the Copa del Rey earlier this season, with Pellegrini again placed in the spotlight.

CNN: Real give vote of confidence to Pellegrini