Xabi Alonso said Real Madrid need to be "self-critical" but also "measured" in their reaction to Sunday's 0-0 draw at Rayo Vallecano.
Madrid struggled in the LaLiga draw in Vallecas, which followed a 1-0 Champions League defeat to Liverpool in midweek.
Alonso's team remain top of the league table on 31 points from 12 games, with rivals Barcelona visiting Celta Vigo later on Sunday.
"We were ready for a demanding game," Alonso said in his post-match news conference. "It's always been hard for us [in Vallecas]. Rayo ask a lot of you. They take you to a place where the games have a frenetic rhythm."
Real have only dropped points twice in LaLiga this season: in their 5-2 derby defeat to Atlético Madrid, and in the draw with Rayo. "We want to be stable in our preparation, and in our mentality," Alonso said.
"The league goes game-by-game ... I'm worried about continuing to grow, to improve, and being self-critical in a positive, constructive way.
"It's still November, there's a long way to go. We have to be demanding of ourselves, but also measured."
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Madrid beat Barcelona 2-1 in the Clásico last month, but have faced criticism since then, especially in the wake of their performance at Anfield.
"We know where we are," Alonso said, when asked if he was worried by talk of a "crisis."
"In the good moments and the bad moments, you have to know how to find a balance. It's a long season."
With Dani Carvajal out injured, Trent Alexander-Arnold had been expected to start at right-back in Vallecas, but was instead limited to a late substitute appearance, with Federico Valverde preferred instead.
"Trent, after the injury, needs a bit more time," Alonso said. "Now after the international break he'll be able to prepare well for what's next."