Setien says that Betis 'had to suffer' during stages of the match, but the 58-year-old claims that his team 'could have been more comfortable' if they had made the most of their opportunities.
"Winning at the Bernabeu? It means a lot, makes us stronger and gives us a huge shot of confidence. We've picked up three prestigious points by winning at the Bernabeu. In order to win here, you must be prepared to suffer and have luck on your side," Setien told reporters.
"You must also know that they're a team that have weaknesses. [Antonio] Adan was superb, but we had chances and attacks. Winning here without suffering is unrealistic. I regretted our lack of precision with our finishing because [the win] could've been more comfortable for us, we could've done more damage."
Betis will look to build on their win at the Bernabeu when they return to league action at home to Levante on Monday night.