Former Manchester United striker Manucho struck late for Rayo Vallecano to inflict a first home defeat on Real Sociedad manager David Moyes.
Paco Jemez's side had been the second-best team for large periods of the game but the Angola international headed in a corner in the 81st minute to give the Madrid side a second win in three matches.
The fact his side had performed well will be scant consolation for Moyes, however, and after eight league games in charge of the Basque outfit the former Manchester United manager has just two wins to his name.
The Scot's side had the better of the early stages of the game and created two chances for striker Imanol Agirretxe, but on both occasions Rayo goalkeeper Tono was equal to them.
The visitors grew into the game as it went on, however, and created four opportunities in a rampant five-minute spell before the break - the best falling to Manucho. Gael Kakuta pulled the ball across goal and all the Angolan striker had to do was stick out his left boot to nudge the ball home, but instead tried to control the ball, allowing a Sociedad player to get back and block.
The hosts also played well for most of the second half without truly scaring Rayo.
Agirretxe misfired over the bar, Carlos Vela had a penalty appeal turned down after a challenge from Abdoulaye Ba, and Tono played with fire by coming out of his area in pursuit of Xabi Prieto, but the veteran midfielder was unable to take advantage of the situation and Rayo cleared their lines.
Rayo had been spectators for much of the game but found themselves in front with nine minutes to go. Roberto Trashorras sent in an outswinging corner and Manucho rose highest to glance the ball in at the far post, scoring his second goal in as many starts for the Vallecas club.
La Real dominated the final stages of the game but only created one more clear chance - Jon Ansotegi heading a corner just wide of the near post.
ends