The European champions headed into 2015 on a Spanish-record run of 22 consecutive victories in all competitions, but were brought back down to earth with a bang in the first week of the year.
Carlo Ancelotti's side were beaten 2-1 at Valencia last weekend after Cristiano Ronaldo had put them in front from the penalty spot in the first half.
Real then suffered another setback when Atletico Madrid secured a 2-0 derby victory in the first leg of the Copa del Rey last-16 tie at Vicente Calderon on Wednesday.
Ancelotti dismissed talk of a crisis and vowed that his side, who won the Club World Cup when their La Liga rivals were enjoying a mid-season break, would respond to their poor start to the year.
Real felt aggrieved with a penalty awarded to Atleti when Sergio Ramos was adjudged to have hauled down Raul Garcia, who scored the resulting spot-kick.
Rodriguez believes the Copa del Rey holders can mount a fightback against their city rivals next Thursday, but before then he wants the league leaders to take their frustration out on Espanyol at Santiago Bernabeu on Saturday.
He told the club's official website: "It is hard [to mount a fightback against Atleti] because they are strong at the back and play with intensity but we have faith in our ability to make a comeback and we have a good opportunity at the Bernabeu.
"The result doesn't change anything, now we must go out to win on Saturday.
"That is football, sometimes you win, sometimes you lose. You always have to have a winning mentality. We put pressure on them and tried to score. It was an unfair result. The referee always try to make fair decisions but in the end it was a little wrong."
Barcelona's defeat at Real Sociedad last weekend ensured Real remain top of the table by a point, with champions Atleti now joint-second with Luis Enrique's side as a result of their 3-1 win over Levante.
Cristiano Ronaldo will be expected to return to the starting line-up after dropping to the bench in midweek as Ancelotti opted to rest the prolific Portugal forward.
Espanyol have also suffered back-to-back defeats ahead of a daunting trip to the capital and occupy 10th spot in the table.
The Barcelona club were beaten 2-1 in the Copa del Rey at Valencia on Wednesday, having suffered defeat by the same scoreline at home to Eibar last Sunday.
Espanyol will welcome Victor Sanchez back into the squad after the midfielder was suspended for the clash at The Mestalla.
