Real Madrid were held to a goalless draw by Malaga despite outplaying Javi Gracia's side at the Bernabeu.
Rafa Benitez's men had a total of 30 shots on goal throughout the game and played the final 13 minutes with an extra man as Nordin Amrabat was sent off, but still failed to find the net. It is the first time they have failed to score at home in 56 competitive games.
Madrid went into the game top of the Primera Division after battling to a 2-1 win at Athletic Bilbao on Wednesday and were expected to increase their grip on the league against a Malaga side who had failed to score a single goal this season.
Benitez made two changes from the side that won at San Mames - he was forced to replace the injured Pepe with Nacho in central defence, and started Jese ahead of Mateo Kovacic.
The 22-year-old had a chance to open the scoring when the game was just two minutes old after Karim Benzema cut the ball back to him in the area, but he narrowly failed to connect with the pass.
Cristiano Ronaldo then had the first of a total of 13 shots throughout the game, mishitting a cross from Marcelo and failing to hit the target.
The Portuguese may have scored eight goals already this season, but he has failed to find the net in five of seven games he has played.
This was the third game in a row in which he drew a blank, and the 30-year-old is still waiting to overtake Raul as Real Madrid's all-time scorer, needing three more goals.
Malaga goalkeeper Carlos Kameni was kept busy over the 90 minutes, making two saves in two minutes from Jese and blocking a shot from Ronaldo in the first half.
His opposite number Keylor Navas was not merely a spectator at the other end either, having to spread his body to keep out efforts from Juankar and Juanpi.
Brazilian defender Weligton came to Malaga's rescue on two occasions, first clearing a Ronaldo header off the line early in the second half with Kameni beaten, and then booting away a shot from Isco which the home fans claimed had crossed the goalline.
Malaga's splendid defensive performance threatened to be undone when Amrabat was shown a straight red card for elbowing Marcelo in the face, but Madrid failed to take advantage as they were held to their second draw of the campaign.