Javier Saviola scored his first goal since joining Real from arch-rivals Barcelona to put the hosts in front eight minutes before the interval.
Dutch winger Wesley Sneijder continued his impressive scoring run after curling in a trademark free-kick in the 70th minute.
Kalu Uche pulled one back for the visitors three minutes later but Gonzalo Higuain ensured Real's victory two minutes from time.
Real's 100% record put them in charge of the league table with nine points, three ahead of second-placed Valencia who edged past Valladolid 2-1 at home.
Cameroon midfielder Daniel Kome stunned the home crowd after ten minutes before Fernando Morientes equalized in the 23rd minute.
Valencia winger David Silva secured a precious victory one minute from time.