The first half produced very few chances, with Kylian Mbappé having the best one for the hosts. He forced Arsenal loanee Karl Hein into a smart save on the volley 10 minutes into his home league debut for Los Blancos.
Valladolid had a decent opportunity to shock the Bernabéu when Darwin Machís unleashed from the edge of the area, but his shot deflected just wide of the post.
Madrid were clearly disappointed with their first-half showing, and came out of the traps fast in the second as a result. Arda Güler forced Hein into an early save, before Federico Valverde saw his deflected free-kick find the bottom corner to give his team the lead.
However, Valladolid were still in the game, and substitute Raúl Moro almost made an immediate impact before the hour mark, only to blaze over from a promising position.
Güler tested Hein again midway through the second period, with his deflected effort stinging the goalkeeper’s palms.
The home crowd were desperate for Mbappé to get on the scoresheet, and they almost got their wish when he skillfully flicked the ball towards Hein’s goal, only for the Estonian to produce another smart stop.
Substitute Brahim Díaz doubled Madrid’s advantage with a delightful chip late on, while new boy Endrick also made his mark by drilling his first Bernabéu goal in at the near post.
Carlo Ancelotti’s side claimed their first league win of the season as Valladolid go home empty-handed, and they have still not beaten Madrid since 2008.
Flashscore Man of the Match: Federico Valverde (Real Madrid)