Madrid issued Mariano Diaz his third start of the season in the absence of the injured Karim Benzema as Vinicius Junior featured with the ever-present Thibaut Courtois in goal.
The visiting side came close to a fiery opening soon from kick-off with a first-time volley outside the area from Toni Kroos that failed to trouble goalkeeper Jordi Masip.
A double save from Courtois a little later had Madrid on the edge from a low shot at the near post by Sergio Guardiola and a rasping strike on the follow-up by winger Saidy Janko.
Valladolid cracked open in the middle of the first half as a surging run on the near side of the area by Mariano resulted in a smart finish, but it was called back for offside by the match officials.
Los Blancos continued searching for a strong end to the opening spell with a free-kick on the far side of the area but Valladolid cleared before Mariano had another goal disallowed for offside.
Masip was forced into a close-range save minutes into the second half with a curling strike by Vincius, with Madrid eager for a bright spell.
The deadlocked was finally broken midway through the second stanza after Carlos Casemiro jumped high at the back-post to head home a free-kick by Kroos.
Zinedine Zidane made three straight substitutions moments thereafter in Hugo Duro, Sergio Arribas and Isco, with Mariano, Vinicius and Marco Asensio sacrificed.
Madrid battled to hold out the remaining minutes of the match, as Valladolid threatened the equaliser however 1-0 was the final score.