Real won the Cup for the first time since 1993 when they beat Barcelona in last season's final, but Jose Mourinho's side came into this last 32 first-leg tie looking for a morale boost after losing 3-1 at home to their bitter rivals in Saturday's Clasico.
Mourinho made nine changes to his starting line-up against Ponferradina, who sit second in their division, with Ronaldo and Marcelo the only men keeping their places.
Sami Khedira set up Callejon to score his sixth goal of the season just before the half hour, but the visitors looked laboured at times, and were reduced to ten men when Raul Albiol was sent off for a second yellow card midway through the second half.
However, Ronaldo sealed a 2-0 win shortly after, leaving Madrid very much in pole position ahead of next Tuesday's second-leg.
The match was one of 13 being played on Tuesday night, while Barcelona, who are currently in Japan at the Club World Cup, won the first leg of their tie with third-tier L'Hospitalet 1-0 last month.
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