But Zinedine Zidane's side held off the nerves and will now play their game in hand at Celta Vigo on Wednesday.
"We began well in a hard, tricky, complicated match, Betis came with hardships of defeats both home and away, and obviously they needed to play a good match at home", he said.
Real were out of the blocks quickly and took the lead after just 10 minutes in hugely controversial fashion.
While the scoreline may suggest it was an easy win, Sevilla did make life hard for the home side and had Keylor Navas not been in such inspired form, the result may well have been different.
Madrid remain in the driving seat after the European champions saw off Sevilla 4-1 as they have two games remaining to Barca's one.
With Barcelona easing to a 4-1 win in a simultaneously played game at Las Palmas, the nerves were building around the Bernabeu before Ronaldo speared in a superb second of the evening, and there were smiles all around when Toni Kroos rounded off the scoring late on.
First-half goals from Nacho and Cristiano Ronaldo gave Madrid a strong lead at the interval as the traveling side struggled to find form and fluidity.
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He said: "Until the final minute we can not think about anything". Keylor [Navas] was very good, I will not say he saved the team, but he stopped Sevilla scoring.
Antonia Casale, director of Colombian show En La Jugada, claimed that James' agent Jorge Mendes (also José Mourihno's agent) had met with Real Madrid president Florentino Perez to discuss the move, but added that no deal would be officially completed until after Madrid's Champions League final with Juventus.
James appeared to wave goodbye to the Madrid fans after he was substituted, amidst reports he has agreed to join Manchester United this summer, but Zidane felt too much had been read into it.
"We have one game left and the objective is to win it", he told TV station Movistar.
The game's first goal had drawn complaints from Sevilla at the time, but the Frenchman praised the quick thinking from back-up defender Nacho who spotted the opportunity and converted like a forward.
"I am sure I could have done a lot of things differently, but there are certain aspects that are out of my control", Setien said on the official Las Palmas website.