The frustration of the Real faithful, still waiting to see the fruits of 350 million euros of investment, was plain when the players and new coach Jose Mourinho trooped off after a goalless first half.
Captain Iker Casillas asked for patience and forward Cristiano Ronaldo said it was not always possible to put on a show.
"I don't think all the fans were whistling, it was only a minority," the Portuguese international, who cost Real a record 94 million euros last year, told a news conference on Monday.
"It would be better if people helped motivate us, but everyone is entitled to express themselves how they want," he added.
"We can't always play brilliantly to entertain the fans and sometimes you have to try to lift the players.
"All of us in the stadium want the best for Real Madrid and together was can make a team that is more feared at home."
POOR RUN
Real's unprecedented spending spree is chiefly aimed at ending a poor Champions League run over the past six seasons, during which the nine-times winners have failed to progress beyond the last 16.
President Florentino Perez told Real's general assembly on Sunday he would not rest until a 10th European title had been secured.
Perez described Mourinho, who led Inter Milan to three major trophies last season including the Champions League, as "a born winner".
"We have not spared any effort to put Real Madrid back in its rightful place and in the best shape to achieve a great goal, the real challenge of winning a 10th Champions League," Perez said.
Ajax will have other ideas on their first appearance in Europe's elite club competition since 2005-06, although the four-times winners will miss their captain, the prolific Uruguay striker Luis Suarez who is suspended.
Suarez netted 35 goals in the Dutch championship last season and said it hurt not being able to play in the opening Group G clash.
"I'll save my goals for the return match in Amsterdam," he said in an interview published in Spanish sports daily Marca.
The inexperience of some of the Ajax players may count against them, he cautioned.
"Ajax is an attacking team but one that can also play deep if the match requires it," Suarea said. "If we go to the Bernabeu with a suicidal plan we could lose easily."
Serie A side AC Milan, the seven-times winners, and French club Auxerre complete Group G.
Probable teams:
Real Madrid: 1-Iker Casillas; 4-Sergio Ramos, 2-Ricardo Carvalho, 3-Pepe, 12-Marcelo; 14-Xabi Alonso, 24-Sami Khedira; 9-Karim Benzema, 23-Mesut Ozil, 7-Cristiano Ronaldo; 20-Gonzalo Higuain.
Ajax: 1-Maarten Stekelenburg; 2-Gregory van der Wiel, 3-Toby Alderweireld, 23-Oleguer, 5-Vurnon Anita; 20-Demy de Zeeuw, 10-Siem de Jong, 6-Eyong Enoh; 7-Miralem Sulejmani, 9-Mounir El Hamdaoui, 11-U
