The capital outfit had the lead after 24 minutes when Jonathan Viera placed one into the bottom corner, with that strike separating the two sides at the interval.
Celta had chances in the second period, but Rayo made it 2-0 after 73 minutes when Joaquin Larrivey headed home from close range.
Read how it all unfolded in Sports Mole's minute-by-minute live commentary of the action below.
CELTA VIGO: Yoel; Mallo, Costas, Fontas, Toni; Oubina, Augusto, Lopez; Mina, Nolito, Charles
RAYO VALLECANO: Ruben; Tito, Nacho, Galvez, Arbilla; Lass, Trashorras, Saul, Viera; Bueno, Falque