Real Madrid lost 1-0 at home to Villarreal as pressure mounted on coach Zinedine Zidane. The Portuguese twice smacked the woodwork against Villarreal on Saturday but could not breach the visitors' defence as the Yellow Submarines recorded their first win at the Bernabeu.
It means Madrid - fourth in the table - have only won once in their past five games. They also led Celta Vigo at half-time in their early January league game, only to drop two points after the interval and it was a second-half collapse that saw them lose 3-0 at home to Barcelona in El Clasico's most recent instalment.
"This is very hard for us, it seems like everything is bad at the moment and we are in the middle of a tornado", Carvajal said after the Spanish champions lost back-to-back league home games for the first time since May 2009.
"We don't deserve this, we think we played well but the ball just didn't want to go in for us and I can not explain why", Zidane told reporters. It's a hard defeat because we didn't deserve it.
Whether teams are better prepared this season is unclear, but with Madrid trailing their rivals they are going to have to find the Midas touch late in games again if they have any hope of keeping up.
"The result doesn't reflect what happened in the 90 minutes as we played a complete first half and could have been several goals up".
Second-placed Atletico Madrid were indebted to their goalkeeper, Jan Oblak, as they closed the gap at the top to six points with a 1-0 victory at Eibar.
Antoine Griezmann cut the ball from the right towards Kevin Gameiro, who slotted past the onrushing Marko Dmitrovic from close range.
"We tried in every way, but it just didn't want to go in and I can't explain it".
Valencia went ahead at Deportivo with the help of a tremendous goalkeeping blunder from Ruben Martinez, who let Goncalo Guedes's blunt shot through his hands and between his legs in the 37th minute.
Goncalo Guedes tried his luck with an angled effort from 20 yards, which squirmed under the keeper at the near post and rolled into the net. The hosts pulled one back in the 88th minute through Florin Andone and Adrian Lopez had a gilt-edged chance to level in stoppage time but smashed the ball into the stands.