| 1. Round | 02/12/2021 | CD Guijuelo | - | Rayo Vallecano | 3:4 pso | ||||
| 2. Round | 15/12/2021 | Bergantiños FC | - | Rayo Vallecano | 1:3 |  |
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| 3. Round | 05/01/2022 | CD Mirandés | - | Rayo Vallecano | 0:1 | ||||
| Round of 16 | 15/01/2022 | Girona FC | - | Rayo Vallecano | 1:2 |  |
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| Quarter-finals | 02/02/2022 | Rayo Vallecano | - | RCD Mallorca | 1:0 | ||||
| Semi-finals | 09/02/2022 | Rayo Vallecano | - | Real Betis | 1:2 | ||||
| Semi-finals | 03/03/2022 | Real Betis | - | Rayo Vallecano | 1:1 |
Spain
