Real Madrid are 45 minutes away from losing more ground to Barcelona at the top of La Liga after a goalless first half with Rayo Vallecano at Teresa Rivero.
Gareth Bale had the ball in the back of the net for the European champions on 23 minutes, but the world's most expensive player was just offside when he collected the pass from Luka Modric.
Gael Kakuta was guilty of nearly gifting the lead to Carlo Ancelotti's men when his underhit back-pass almost put Karim Benzema in, but the goalkeeper was alert to clear the danger.
Cristiano Ronaldo had a great chance to open the scoring shortly before half time but the current Ballon d'Or holder could only head over the crossbar after a good cross from James Rodriguez.
Iker Casillas was forced into a save at the death of the half to keep Los Blancos level as the Spain keeper denied Roberto Trashorras's header from close range.