Real Madrid defender Marcelo says "we feel like we are sinking" after a 1-0 home defeat by Villarreal left the Spanish champions 16 points behind leaders Barcelona.
Pablo Fornals' late chip increased the pressure on Zinedine Zidane's side.
"It is one of the worst situations I've experienced here," said Marcelo, who has been at Real for 11 years.
"We're trying to play good football, to move the ball around and score goals but it's not coming off."
Real are in the final Champions League spot, now only one point above Villarreal - who had never won at the Bernabeu.
They are 10 points behind Atletico Madrid, and eight off Valencia - both of whom won on Saturday.
Marcelo added: "It is how it looks from the outside - we are sad, angry and we feel like we are sinking."
Zidane, who has led Real Madrid to two Champions Leagues and one La Liga title in his two years in charge, said his side "can turn this around".
"We don't deserve this, we think we played well but the ball just didn't want to go in for us. I cannot explain why," he said.
"Today was a hammer blow but we are going to turn things around on Thursday [at Leganes in the Copa del Rey]."
Real - who saw a Cristiano Ronaldo free-kick turned on to the bar - had 28 shots, more than any other side in a La Liga game this season.
"It might be a mental aspect that is stopping us from winning," Zidane continued. "When we are on a bad run there are always negatives to pick up on.
"We shot on target but didn't score, when there were rebounds we were not on the end of them. This can wear you down mentally.
"We did everything possible to win and I honestly cannot reproach my players for their actions. I am not happy but nor do I feel beaten."