Rodrygo struck in the 3-0 win on Thursday in Saudi Arabia.
He said afterwards: "I'm delighted with the win and with another goal wearing this shirt on my birthday. I was focused on scoring and I thank Lucas for his assist, which was perfect.
"In the first half, we played well despite not scoring. In the second half, we kept insisting and the goal came. We were all committed, defending together and giving our all for the team.
"We're improving every day and we're eager to win the first title of the year to boost our confidence for the rest of the season."
On fellow goalscorer Jude Bellingham's form, he continued: "Jude is doing very well. At the beginning of the season, he struggled, but he's kept his head up and worked hard. The results have finally come.
"Against Madrid, Mallorca always give their all. I'm happy for the win, for having scored and now we're heading for another final."