Real Madrid, who beat Celta Vigo 2-1 on Saturday, missed the penalty spot for the third time.
Celta had a brilliant start in the opening minutes and threw bodies in the opening minutes, but Real had their first chance.
Predictably, Benzema could not jump into the distance to direct his header in the post, instead of watching a corner kick within ten minutes.
Celta were soon fired and Denis Suarez was well saved by Thibaut Courtois, who handled long-range effort well.
Benzema scored the second-highest goal of the game when Real took the lead in the 17th minute when Ida Miletao was sent off in the penalty area. .
He then asked Cotes to stay in front of him. The Belgian made another excellent diving save from Iago Aspas to stop a free kick - he was a busy goalkeeper in the first 45 minutes.
However, five minutes before the start of the match, Thiago Gahado scored the equalizer and the VAR, with his help, denied the goal for a narrow pass.
Celta equalized in the 53rd minute. Nolito crossed for Courtois and answered for his early mistake to build an impressive second 45.
Real struggled in attack but had another chance to regain the lead after the fall of Rodrigo, but saved Benzema's penalty this time around.
Minutes later, the third penalty came. This time it was Fellaini who fell into the box and Benzema made no mistake with the ball to regain Real's advantage.
The home side continued to hold on to Cortoris' goal without giving up, but in the final third round the quality was not there and Real held on for a shock victory.
1. Goalkeeper and defenders
Thibaut Courtois (GK) - 7/10 - Courtois has kept Real here and there is no doubt about it. How many times have you said this season?
Lucas Vazquez (RB) - 5/10 - Not right back yet. You will never be a right back.
Eder Militao (CB) - 5/10 - There is not much confidence in the back line and winning a penalty is a little obvious, but he does not really care.
David Alaba (CB) - 4/10 - Celta's cross symbolizes its small frame. It's not as big in the air as it's on the ground.
Ferland Mendy (LB) - 5/10 - Normal Mendy Performance; It's good at the back and bad at the front. But he got a decisive penalty.
2. Midfielders
Casemiro (DM) - 5/10 - Can not completely defend his defense. Sometimes I have to look at it completely.
Luka Modric (CM) - 4/10 - This is the kind of game where his legs can be seen as a problem with aging. Celta's energy is too much for him.
Toni Kroos (CM) - 5/10 - All defenses left for Casemiro. Not surprisingly, this did not work.
3. Forward
Marco Asensio (RW) - 3/10 - If he wants a bigger contract, he will have to carry a better burden in the future.
Karim Benzema (ST) - 6/10 - It was really hard to get involved but he showed his quality.
Vinicius Junior (LW) - 5/10 - Not available today. His crossing requires a lot of work.
4. Replace
Dani Carvajal (RB, 61 'for Vazquez) - 5/10 - His best days are sure to be behind him.
Rodrygo (RW, 61 'for Asensio) - 5/10 - Definitely better than Asensio, but that doesn't say much.
Federico Valverde (CM, 74 'for Modric) - 6/10 - In his old age, his energy became very important.
Nacho Fernandez (CB, 85 'for Militao) - None.
Dani Ceballos (CM, 85 'for Kroos) - None.