Lucas Perez and Joselu struck as Madrid suffered a third defeat in their opening 10 LaLiga games this season, their title defence getting off to a rocky start.
Madrid had played 15 previous home games against Alaves in LaLiga, winning 14 of those. They lost the other game, a 1-0 setback in May 2000, but the Santiago Bernabeu was a fortress that Alaves had found hard to crack.
With Madrid in their temporary home of the Alfredo di Stefano stadium this season, it was a completely different story. Despite Casemiro grabbing a late consolation, coach Zidane was left to pick up the pieces from a worrying performance.