Sergio Ramos felt Real Madrid were hard done by in only leaving the Wanda Metropolitano with a point.
The first Madrid derby of the season ended goalless at the home of Atletico, keeping Real one point ahead of their neighbours at the top of the table.
Clear-cut chances were at a premium but Real had the best of them, with Gareth Bale missing the target and Jan Oblak making a fine save to keep out Karim Benzema's header.
Defender Ramos said: "It was a very physical match. We knew this was one of the most difficult stadiums to play at all season.
"The goal was to get all three points but that wasn't possible. But we didn't concede a goal and we tried to create chances. Atletico Madrid is a team that closes its lines well, which means it is hard to create space and chances.
"We had a great chance with Karim's effort and it was a fantastic save by Oblak. The point doesn't seem like enough because in the end we were the ones trying to do more to get all three. It wasn't to be but we need to continue on this way. We are still unbeaten and we need to keep working."
Atletico coach Diego Simeone wants to see more from his side.
He said on atleticodemadrid.com: "It was a very hard-fought match. You could tell from the starting XIs that both teams wanted to defend well and break. We were the better side in the first half but were unable to score. In the second half, Oblak denied a Benzema header. We have to improve."
Oblak added: "We earned a point. We wanted to win but couldn't in the end. The game was evenly matched and the draw is fair. The fans were spectacular as always. We'll try to improve in our next clash."
