Real Madrid captain Raul insists the players are behind coach Manuel Pellegrini.

After their uninspiring 1-0 Copa victory over Alcorcon on Tuesday night, Madrid fans responded by waving white handkerchiefs in protest and calling for Pellegrini's head, but Raul believes the former Villarreal coach will turn things around.

"Real Madrid has managed to pull through several complicated situations in its history," Raul said. "When things don't go well there isn't just one person in particular who's to blame; it's all of us.

"We still have faith in the coach and in his work. He is capable of getting us out of this with his ideas. The crowd was disappointed and we are all to blame for that."

The 32-year-old added that Pellegrini had managed to get his players pumped up for Tuesday's match but ultimately the first-leg deficit proved insurmountable.

"We felt powerless yesterday, but I think we had great spirit when we took the pitch," he said.

"We looked to score the opener and grew anxious when we failed to do so. Alcorcon played their game, while ours lacked flow.

"We are frustrated about that. We made a bad impression and earned a bad result. You can imagine I didn't sleep too well last night after what happened yesterday."

He added: "It's hard for things to work out at the start of a new project. We are a team in constant evolution with many new players who need time to adapt.

"It may be taking too long, but we have faith in the coach and we won't give up. We must continue to work hard because we know we can do better."