A week after the French superstar failed from the spot in the Champions League against Liverpool he endured further misery from 12 yards as Los Blancos allowed league leaders Barcelona to retain their four-point advantage.

Alejandro Berenguer fired Bilbao ahead early in the second half, with Jude Bellingham levelling for Madrid after Mbappe's penalty miss.

However substitute Gorka Guruzeta snatched fourth-place Athletic victory in the 80th minute after a Fede Valverde mistake.

The defeat and Mbappe's penalty miss will heap further pressure on to the former Paris Saint-Germain striker's shoulders after plenty of criticism in recent weeks.

Madrid were hoping to build on three consecutive wins in La Liga, despite missing Vinicius Junior and other injured stars, with coach Carlo Ancelotti bringing French midfielder Aurelien Tchouameni back into the starting line-up.

Thibaut Courtois made an important early intervention to deny Spain winger Nico Williams, with his brother Inaki Williams lurking dangerously.

It was a first half of few clear chances but played with intensity before a packed San Mames stadium.

Mbappe found the net but the goal was ruled out for offside and the referee reviewed a Rodrygo penalty appeal but decided the Brazilian winger went down too easily.

At the other end Berenguer should have put the hosts ahead but blasted high over the bar after Inaki Williams' clever backheel teed him up.

The forward made amends early in the second half by bundling home from close range after Courtois could only palm an Inaki Williams cross into his path.

Mbappe had the chance to level for Madrid from the spot when Athletic goalkeeper Julen Agirrezabala barrelled into Antonio Rudiger.

After missing his penalty against Liverpool, Mbappe agreed to let Jude Bellingham take one against Getafe on Sunday.

However this time the French forward stepped up himself but his weak effort, again to the goalkeeper's left, was at a comfortable height for Agirrezabala to parry.

Mbappe did play a part in Madrid's equaliser, though, with a vicious drive from distance that the stopper could only push out into the path of Bellingham, who finished tidily for his fourth goal in his last four league games.

Madrid were only level for two minutes before Bilbao regained the lead through Guruzeta, who stole the ball as Valverde prepared to pass and fired low past Courtois.

Mbappe cut a deflated figure in the final stages, with one attempt to break in down the left quickly shut down by the Athletic defence to raucous cheers from their jubilant supporters.

Barcelona thrashed Mallorca 5-1 on Tuesday to move four points clear of Madrid, who have played one game fewer.