Lopetegui's team had entered the match enduring its worst scoreless streak since 1985.
After seeing their team suffer its worst scoring drought and lose for the fourth time in five matches, Real Madrid fans ran out of patience.
"My job? Right now, that's the last thing I am thinking about", Lopetegui told reporters.
"Their goalkeeper was the man of the match but what we have to do now is think and reflect about what we did wrong".
"We are focused only on the game tomorrow", he said. The ball is just not going in. We have to just keep trying and not worrying, because the team did many things right today. Roger Marti doubled the lead in the 13th minute from the penalty spot, after a handball by Varane. Marcelo and Isco are both expected back against Levante while Gareth Bale has been training again this week, albeit on his own.
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The club, then, will not go down as the most incompetent finishers in Madrid history - but it is scant consolation as they once more tasted defeated in a 2-1 reverse.
The result left Madrid fifth and in danger of dropping further down by the end of the weekend's round.
Real's last goal in any competition came in a 1-0 win against Espanyol on September 22 and they have failed to score in their following games with Sevilla, Atletico Madrid, CSKA Moscow and Alaves.
They have two home games to clear the fog, and winnable ones too, against Levante in La Liga on Saturday before Viktoria Plzen visit on Tuesday in the Champions League.
But Ramos's fellow Spain worldwide Dani Ceballos is also backing Lopetegui to turn around a dire situation for Los Blancos.
Sevilla have won four league games on the bounce and, in one of those, thumped Real Madrid 3-0.
Real Madrid completed a final practice session on Friday before their upcoming La Liga clash at home against minnows Levante.