It was the 16th straight league win for Zinedine Zidane’s side going back to last season, equaling Pep Guardiola’s Barcelona in the 2010-11 season.
Madrid is the only team to have won four straight games in the league this season.
James Rodriguez opened the scoring with a penalty kick in first-half injury time before sealed victory for the visitors in the 71st – minute with a close range finish past former Madrid goalkeeper Diego Lopez.
Los Blancos’ victory came despite the absence of Cristiano Ronaldo and Gareth Bale, who were rested by coach Zidane.
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“What is important is to keep adding points,” Madrid goalkeeper Kiko Casilla said. “We are happy because we won again and stayed in the lead.”
Madrid continued to top La Liga, with Luis Enrique’s Barcelona in second place after a 5-1 thrashing of Leganes on Saturday following a shock 2-1 home loss to Alaves.
Surprise package Las Palmas are in third, with Atletico Madrid in fourth after a 5-0 demolition of Sporting Gojon.