The hosts, who booked their Champions League group-stage spot at AS Monaco in midweek, endured a sluggish start and almost fell behind after just four minutes.
Los Che did not heed the threat and Deportivo went close again on the 25-minute mark when Pedro Mosquera thumped just wide when Valencia failed to deal with a corner.
Unperturbed, they continued in the same vein and it proved a case of third-time lucky for Victor Sanchez's side, who finally broke the deadlock on 39 minutes when Lucas rifled home from just outside the box.
Lux found himself heavily involved as the clash wore on, with the Deportivo stopper thwarting Rodrigo on 66 minutes as the hosts grew frustrated.
All of their momentum was stifled in the final six minutes when Antonio Barragan picked up a second yellow card as the points were ultimately shared.