Real substitute Jose Rodriguez added the gloss to a 4-1 Merengues victory at Segunda Division B side Alcoyano, after a brace from Karim Benzema and a goal from Kaka had done enough to make Javi Lara's response irrelevant.
Earlier in the evening [Wednesday], Atletico extended their winning run to 13 matches in all competitions with a 3-0 victory at Jaen, who had Dani Torres sent off.
Diego Torres opened the scoring for the Rojiblancos from the penalty spot after his namesake's dismissal, with Adrian and Raul Garcia ensuring a tricky return leg for Jaen in a month's time.
Rayo Vallecano, though, will have to overturn a 1-0 deficit back in Madrid at the end of November as Thievy's strike led Las Palmas to victory in Gran Canaria.
High-flying Malaga were involved in a topsy-turvy encounter against lower-league opposition in the shape of Cacereno, who eventually lost 4-3.
Oguchi Onyewu got the ball rolling, with Roque Santa Cruz soon doubling Los Boquerones' lead, but Juan Jaraiz and Alberto Chapi dragged the Spanish minnows back into contention.
Malaga regrouped after the break, though, Duda scoring from the penalty spot before Santa Cruz completed his brace.
There was still time for Jaraiz to score a last-gasp third, but Manuel Pellegrini's men stood firm.
A solitary goal from Carlos Aranda means Primera Division side Granada will need to win back at home, with Real Zaragoza triumphing 1-0 at La Romareda.
Elsewhere, Celta Vigo had no response to goals from Almeria's Jonathan and Abel Molinero as the Segunda Division side ran out 2-0 winners in Andalusia.
Tomorrow [Thursday] night sees last season's runners-up Athletic Bilbao travel to Eibar, with Levante, Sevilla, Getafe and Deportivo La Coruna among the other clubs in action.
Wednesday's Copa del Rey Results
Almeria 2-0 Celta Vigo
Cacereno 3-4 Malaga
Jaen 0-3 Atletico Madrid
Real Zaragoza 1-0 Granada
Las Palmas 1-0 Rayo Vallecano
Alcoyano 1-4 Real Madrid