Mehmet Topal scored a stunning long-range effort to give the Spaniards the lead in the first half, and The Potters struggled to break down their experienced opponents.
Stoke boss Tony Pulis realised that it was a momentous occasion for his club, and was disappointed to come off on the wrong side of the result.
“Obviously it’s a great occasion for everybody and we played a top team. We needed a goal,” he told ESPN after the defeat.
“We were desperate to score first tonight and then that would have really have set everything alight.
“And we had a good couple of chances early on and they scored a wonder goal and it took the pressure off them a little bit.
“But it’s a great occasion for everybody,” he admitted.
Stoke take on Crawley Town in the FA Cup on Sunday before the repeat fixture against Valencia at the Mestalla next Thursday.
By Gareth McKnight