Stories that Lopetegui is under increasing pressure at Real continued to circle during the global break, with Italian media reporting that former Chelsea coach Antonio Conte is being considered as his replacement if Real's poor results continue.
Asked about his future, Lopetegui said: "It is the last thing I am thinking about".
"We have a very important game in the Champions League in three days".
Heading into matchday nine, Real Madrid may be in fifth place but they are just two points behind current leaders Sevilla.
"I feel good, I'm Real Madrid coach, the pressure is at the maximum", Lopetegui said at the press conference prior to the Liga match against Levante on Saturday.
Their offensive troubles have led to increased speculation that they are ready to launch a huge bid for a world-renowned player next summer, with Paris Saint-Germain ace Neymar and Chelsea's Eden Hazard two of the targets that they are most readily associated with.
They were losing 2-0 at home to Levante before the visitors conceded but the record drought had already been reached.
"I told the guys talent has its limits, but faith and conviction do not", Lopez said.
Varane failed to track the run of Morales, who collected Sergio Postigo's long ball forward before rounding Thibaut Courtois and slotting into an empty net.
A handball by the World Cup victor was initially given as a free-kick on the edge of the box but referee Guillermo Cuadra Fernandez upgraded the decision to a penalty after consultation with VAR.
Asensio started Spain's 3-2 home defeat to England on Monday, while Vallejo played in Tuesday's 7-2 triumph over Iceland in Spain's Euro Under-21 qualifier. Finally, Madrid scored, with that pair involved again as Bale flicked to Benzema at the back post. We had goals ruled out, hit the woodwork three times. The striker, however, had strayed just offside.
Atletico visit struggling Villarreal on Saturday, looking to make it eight games unbeaten.