Valencia controlled large periods of the match, but were undone by a fine goal from Karim Benzema in the opening half, before a controversial second after the break that appeared to deflect into the net off the hand of Gonzalo Higuain.
The visitors had plenty of reasons to feel aggrieved by the officials, with Roberto Soldado on three separate occasions being wrongly called back for offside. However, they also have themselves to blame after missing a succession of chances, with Jonas particularly culpable.
Madrid also had chances to get more than the two goals they registered, particularly late on. They also created the first clear sight of goal in what was the first of three consecutive meetings between the two sides over the next eight days.
Luka Modric failed to take the opportunity to impress just nine minutes in as he dragged a poor shot wide of the target after Benzema had won the ball on the edge of the Valencia box and played him in.
But the greater profligacy came from Valencia, as Jonas had a day he will doubtless wish to put out of his mind as soon as possible. His first opportunity came with an unmarked header that he put too close to Iker Casillas after Joao Pereira’s cross.
The Brazilian next went inches away to giving his side the lead with a curled effort over the bar. Then in the 36th minute came a gilt-edge chance for which his inability to hit the back of the net received swift and cruel punishment.
Jonas met a cut back from the right unmarked 10 yards from goal but could only side-foot his effort straight at Casillas, who made a smart save. Madrid went straight up the other end and showed the merciless threat they still possess on the counter attack. Michael Essien steamed forward from inside his own half and after Benzema dummied his pass, Sami Khedira stroked a first-time ball into the Frenchman’s path who finished stylishly past Vicente Guaita at the near post.
Valencia continued to have large parts of the play at the start of the second half but were again unable to take the opportunities that came their way. Defender Victor Ruiz also got onto the act as he somehow missed the target with a header after Casillas had committed himself in vain to coming for a free-kick.
It was a particularly frustrating night for Soldado. Having already been wrongly given offside twice when he would have been through on goal, eh may have been relieved to see a flag in error a third time as he hit the cross bar from point blank range.
The Spain international was then involved in Valencia’s clearest sight on goal of the contest. Soldado’s shot from the right of the area was saved by Casillas but only into the path of Jonas, who completed his series of misses by somehow failing to hit the target with the goal at his mercy.
If anyone was in any doubt that this just wasn’t to be Valencia’s night then Madrid’s second goal made it clear. Guaita failed to get enough on Coentrao’s pull back and sliding in Andres Guardado deflected the ball onto the hand of unwitting Higuain and the ball dribbled agonizingly into the net.
Perhaps unsurprisingly, Valencia appeared to lose some of their composure late on and they only just avoided heading back to the Mestalla next week with an even bigger deficit to overcome. Cristiano Ronaldo was unusually wasteful in front of goal, first side-footing wide and then being denied by an admittedly outstanding save from Guaita. Ozil also came close after a scintillating run into the area from out on the right.
But a 2-0 scoreline makes Madrid big favorites to make it through to the competition's final four, despite their recent poor away record -- something that will doubtless be of huge relief to under-fire manager Jose Mourinho.