A penalty apiece and then came Lee's winner.
Mallorca had chances, but they weren't to be.
For now, Mallorca are eighth in the table.
Three fabulous goals from Madrid, and a sitter missed by Mallorca.
Mallorca midfielder Rodrigo Battaglia was involved in both penalties.
The first match of the new season will be away to Athletic Club.
Fans headed to the traditional celebration point in the centre of Palma.