The defending Spanish champions have picked up just seven points from five matches in the league, but have won their last two competitive fixtures.
"We've given everything we had to give away," he told Maisfutebol.
"We have to win. We have to find a way to get back-to-back victories and not just [one] isolated win, and that includes beating Deportivo [La Coruna], having done the same with Manchester City and Rayo Vallecano."
Madrid host Deportivo La Coruna at the Santiago Bernabeu on Sunday.