Sociedad led inside one minute courtesy of a header from Aritz Elustondo, but James Rodriguez responded just two minutes later to leave the score at 1-1.
Real Madrid led at the break courtesy of a powerful finish from Sergio Ramos with 38 minutes on the clock.
The home side had their third early in the second period when Karim Benzema converted from close range, before the Frenchman scored a second late on.
Read how it all unfolded in Sports Mole's minute-by-minute live commentary of the action below.
Afternoon all! Sports Mole's live La Liga coverage continues from the Spanish capital as Real Madrid welcome David Moyes's Real Sociedad to the Bernabeu. Right, before we get down to the facts and figures ahead of the match, let me bring you up-to-speed with the all-important team news.
So there we have it. No Cristiano Ronaldo for the home side this afternoon following his red card against Cordoba last weekend. Pepe and Luka Modric, meanwhile, are still on the sidelines. As a result, James Rodriguez moves into a forward area, with Asier Illarramendi coming into central midfield.
Sociedad boss David Moyes, meanwhile, has left his leading scorer Imanol Agirretxe on the bench, with Carlos Vela starting through the middle. There is also a start in defence for 20-year-old Artiz Elustondo, while his namesake Gorka Elustondo is also selected in a 4-2-3-1 formation.
In terms of the recent meetings between the two sides, Real Madrid have won three of the last five matches, with Sociedad also winning once and the further clash ending in a 3-3 draw. Los Blancos beat Sociedad 5-1 in the corresponding match here last season, but they were incredibly beaten 4-2 at the Anoeta earlier this campaign, despite racing into an early two-goal lead. What a game that was.
As it stands, Real Madrid top La Liga on 48 points. They have won 16 of their 19 league games – losing three times in the process. The capital outfit are one point clear of second-place Barcelona and four clear of Atletico Madrid, while they also have a game in hand on their two closest rivals.
Since losing to Valencia in their first match after the winter break, Real Madrid have won their last three in the league, but they needed a late Bale penalty to beat a gutsy Cordoba side 2-1 away from home last weekend. They have won seven of their eight home league games this season, however, losing just once in the process, against Atletico Madrid, who they face next Saturday.
Sociedad, meanwhile, will enter the match off the back of a 1-0 win over Eibar last weekend. Since Moyes took charge of the Basque outfit, they have lost just twice in the league, with a decent run of form moving them into 11th. As it stands, they are six points clear of the relegation zone.
Incredibly, Sociedad have beaten Real Madrid, Barcelona and Atletico Madrid at home this season, but it has been a real struggle on the road. They are the only team in Spain's top flight not to win away from home this season, but that said, they have lost just four of their nine games – drawing five in the process. It will be fascinating to see how they cope with the threat of Real Madrid here.
Here we go then. Both sets of players join us on the pitch for the first period. Can Sociedad upset the league leaders here? Not for me, but we shall see. The away side get the action underway.
Oh my good grief! Sociedad have taken the lead inside one minute as Aritz Elustondo heads a Pardo corner into the back of the net. What a start for the Basque side at the Bernabeu!
Make that 1-1! Real Madrid equalise as James heads an excellent Marcelo cross into the back of the net. Well, three minutes on the clock and we have already had two goals here. Wow!
This has been some opening for the neutral, but both managers will have some misgivings over the start. Sociedad remain a threat as Pardo delivers another excellent cross towards the far post.
Who said that the 4pm starts in Spain take a while to get going? It has been end-to-end action in the last couple of minutes, with James almost playing as a central striker for the home side. The Colombian comes close to collecting a through pass from Isco, but Rulli is on hand to claim.
Another half-chance for Sociedad as Gorka Elustondo strikes one from outside the box, but his effort was always straight into the body of Casillas, who has been busy inside the opening nine minutes.
Real Madrid are down the other end with Isco, who slides a low pass towards Benzema, but once again the Sociedad goalkeeper is quick off his line. These opening 10 minutes have just flown past.
Half-chance for the home side as Varane meets a corner from Kroos, but his header flies high of the crossbar. It has calmed down a little since the crazy opening three minutes, with Real Madrid taking control of the possession. Sociedad look more than capable of scoring again here.
Vela is really in trouble as he continues to receive treatment on the side of the pitch. Meanwhile, the home side are in control of the possession as they pass and probe in the final third of the field.
In truth, not too much has happened in terms of chances since the opening three minutes, where two goals were scored. Since then, the home side have dominated possession, but a series of stoppages have harmed the flow. Still 1-1 with 19 minutes played at the Bernabeu.
CHANCE! Wonderful chance for the home side to take the lead as Benzema drives into the box before attempting to slide one into the bottom corner, but Rulli makes a fine save.
The home side continue to pass and probe outside the Sociedad box, with James looking the most likely to find that final ball. Bale attempts to find James with a floated pass, but Rulli is out to claim at the vital moment. Sociedad have lost their pace on the counter since Vela departed.
Another half-chance for the home side as Bale collects a pass from Isco before attempting to find the near post, but once again Rulli makes the save. Plenty of work for the Argentine at the moment.
PENALTY SHOUT! The home side want a penalty as Bale goes down inside the box under a challenge from Mikel, but the referee is not interested. There were so many bodies in the way.
The pressure continues from the home side as Bale has a shot blocked before Ramos heads over the crossbar. All the chances are falling to Real Madrid, but Sociedad are well in this match.
James again tests the Sociedad goalkeeper from close range, but Rulli makes the save. Little over 15 minutes of the first period remaining and the pressure is really building from the hosts here.
Good football from Sociedad in the last couple of minutes, but they are finding it difficult to break through in the final third. Little over 10 minutes of the first period remaining in the capital.
Another half-chance for the home side as Isco shows excellent feet on the edge of the box before attempting to place one into the bottom corner, but once again Rulli makes the save. Sociedad are down the other end with Pardo moments later, but Ramos is across to sweep up.
Real Madrid have their second of the match as Ramos fires home after Rulli had denied Benzema at the far post. It is harsh on the Sociedad stopper, who made a super save from Benzema's effort.
You just get the feeling that Sociedad need to score the next goal if they are to recover in this match. This is a big five minutes at the end of the half as the rain starts to fall in the capital.
CHANCE! How are the home side not 3-1 ahead? It is an incredible chance as Benzema leads a counter before finding Bale, who has close to an open goal, but the Welshman fires wide of the post. Sociedad got caught out with just one defender. It really should be 3-1 here.
So there we have it. The referee brings the first period to a close with Real Madrid leading 2-1 courtesy of goals from James and Ramos. Aritz Elustondo opened the scoring for the away side inside one minute, but the hosts have turned it around. It has been a super match at the Bernabeu here.
STATS! The home side have dominated the possession with 65%, while they have had 14 attempts - five of which have been on target. Sociedad, meanwhile, have had two attempts on target. There has also been just one yellow card, with Illarramendi carded with 31 minutes played.
BENCH WATCH! Real Madrid are of course without Ronaldo this afternoon, but they still have options in the shape of Javier Hernandez and Jese Rodriguez. Sociedad, meanwhile, lost Vela to an injury early on and have therefore already made a change. The likes of Castro and Finnbogason remain in reserve for Moyes, however, who might be considering his second sub of the match.
Here we go then. Both sets of players join us on the pitch for the second period. Can Sociedad respond once again here? It is the home side that get the second 45 minutes of action underway.
No changes from either manager at the interval, which is not too surprising at this stage of the match. However, I suspect that alterations will occur as the second period develops here.
Bright start to the half from the home side as Carvajal drives down the right before delivering a dangerous cross towards Benzema, but Inigo is on hand to clear the danger. You just get the feeling that Sociedad need to score the next goal if they are to stand a chance of taking something.
Half-chance for the home side as Isco collects a pass from Benzema before attempting to find the top corner, but his effort was always rising high and wide of the crossbar. All Real Madrid here.
The home side have their third of the afternoon as Bale drives into the box before squaring for Benzema, who has the simple task of finding the back of the net. Excellent from Bale there.
Real Madrid have not missed Ronaldo this afternoon as they continue to break forward, with Sociedad struggling to deal with the intensity. Moyes must be considering a second change at this point.
Another half-chance for the home side as James finds Marcelo inside the box, but Rulli is on hand to make a super save. It could have been a lot worse but for the Sociedad goalkeeper here.
CHANCE! Another super chance for the home side as Bale drives down the left before delivering a low cross towards Benzema, but the Frenchman cannot make contact. Sociedad are struggling to make their mark here as the home side continue to utterly dominate possession of the ball.
A little better from the away side in the last couple of minutes, but Pardo has an effort blocked from outside the box as Moyes prepares to make his second change of the afternoon here.
Still no movement on the home side's bench, but with Sevilla to come next Wednesday, it would not be a surprise to see changes made in the next five minutes or so. Real Madrid are so comfortable.
Just a reminder that following this match, we will have live commentary of Atletico's trip to Eibar so be sure to remain with me for that. Little over 20 minutes of football to play at the Bernabeu.
Half-chance for Sociedad as Prieto meets a corner from Pardo, but his effort was always moving high of the crossbar. Moments before, Pardo had a free kick deflected wide following a counter.
End-to-end football in the last few minutes, but neither side can find that final pass despite some positive possession. Sociedad are starting to think that there could be something for them...
Half-chance for the home side to score a fourth as Isco finds space in the final third before playing a pass into Benzema, but his effort is deflected for a corner. Little over 10 minutes to play here.
Oh my good grief what a goal! Benzema scores his second of the match as he curls one into the top corner from outside the box. That is a worldie from the Frenchman, sensational!
CHANCE! Bale has a wonderful chance to score a fifth for the home side after racing into the Sociedad box, but once again, Rulli makes a wonderful save to deny the Welshman.
Little over five minutes of football remaining and Sociedad are giving it a go, but they are leaving all sorts of space for the home side to counter and you can just see a fifth goal arriving here.
Bergara fires a free kick wide of the post as we enter two minutes of stoppage time here. It has been a comfortable afternoon for the home side at the Bernabeu it must be said.
So there we have it. The referee brings the second period to a close with the home side running out 4-1 winners. Thanks for joining Sports Mole for the action. Good afternoon!
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