Goals from Karim Benzema and Jese led Real Madrid to a 2-0 win over Osasuna in their King's Cup last-16 first leg at the Bernabeu on Thursday.
Benzema nodded the hosts ahead in the 19th minute from a Luka Modric free kick and Cristiano Ronaldo set up Jese, who later went off injured, to score on the hour to put last year's runners-up in a strong position ahead of next week's return in Pamplona.
"It was the result we wanted but we can't relax when we go to Pamplona as they always make things tough for us there," Real defender Alvaro Arbeloa told Canal Plus television.
"You are always wondering whether to take more risks and leave space at the back. But you have to have control and you can't risk too much because if they score it makes the tie more complicated."
If Real successfully negotiate the second leg, Carlo Ancelotti's side would meet Espanyol or Alcorcon in the quarter-finals.
Second division Alcorcon, who stunned Real by knocking them out at the last 32 stage in 2009 when they were playing in the Spanish third tier, beat Espanyol 1-0 at their tiny stadium in the Madrid suburbs on Wednesday.
Valencia forward Helder Postiga headed an equaliser in the final minute of added time to snatch a 1-1 draw at home to holders Atletico Madrid on Tuesday while Barcelona cruised to a 4-0 win at home to Getafe on Wednesday.
World Player of the Year Lionel Messi came off the bench to score twice and Cesc Fabregas also grabbed a double as Barca virtually assured themselves a place in the last eight and a meeting with Rayo Vallecano or Levante.
Rayo drew 0-0 at home to Valencia-based Levante on Thursday while Real Sociedad were held to a 0-0 stalemate at their Anoeta stadium in San Sebastian by Villarreal.
Image: Real Madrid's Karim Benzema (centre) kicks the ball past Osasuna's Damia Abella (left) and Oier Sanjurjo
Photograph: Susana Vera/Reuters