The Dominican forward, who made his La Liga debut earlier this season, struck a treble at the Bernabeu as Los Blancos breezed into the round of 16 courtesy of a 13-2 aggregate success.
Mariano has claimed that he would have been happy just to score once for the first team, but was delighted to net a treble in front of Zinedine Zidane.
"It's a dream. Scoring one goal is incredible, but a hat trick is unreal. I haven't had the chance to even stop and think about how I am feeling, just an amazing feeling of happiness," Mariano told beIN Sports.
"We tried to go out there and just play our game. We ended up scored a lot of goals and we are all very happy. I haven't set any objectives; I'll continue working hard every day in training and try to make the most of the opportunities I get."
Zidane's eldest son Enzo Zidane was also among the scorers on Wednesday night ahead of Real Madrid's trip to Barcelona in the league on Saturday afternoon.