The new campaign is just three games old, but Madrid have suffered two defeats and currently trail leaders Barcelona by six points.
However, Pique has said that the gap means nothing at this stage of the season.
"We have started with nine points in the league but that doesn't mean the league will be easy or a done deal," he told reporters at a press conference.
"It'll be a tough competition until the very end so I don't think Madrid will be far behind us."
Champions Atletico, meanwhile, have taken seven points from their three games.