A goalless draw means Real Madrid now have the title in their own hands and will be crowned champions if they win their last nine games.
Gerard Pique said after the game he couldn’t see Los Blancos dropping points, but Setien disagreed with his centre-back afterwards.
“I think that about Pique is the frustration of the moment,” he said.
“We were very confident because we had 30 very good minutes at the beginning of the game and then we got messy.
“In the second half, we lost balls that gave them life. Tomorrow, he will surely think differently because I am sure that Madrid will not win everything.”