Karim Benzema scored a hat-trick as Chelsea suffered a chastening defeat in the first leg of the Champions League quarter final.
Kai Havertz scored for the holders, who will have to pull off a superb comeback in the second leg in Madrid if they are to reach the last four.
It was the second crushing home loss in space of four days for Chelsea, who were beaten 4-1 by Brentford on Saturday.