First-leg winners in six of their previous eight two-legged continental ties (D1, L1), Rayo’s thrust for yet another opening leg success took just two minutes to ignite.
Alvaro Garcia was the architect, as his cutback into the box was clinically swept into the far corner by Ilias Akhomach - the Moroccan’s first goal since joining on loan from Villarreal.
Undeterred, AEK responded well to that early setback, with Luka Jovic and Aboubakary Koïta seeing a pair of promising close-range efforts blocked.
Rayo thought they’d doubled their lead in the 20th minute, when Florian Lejeune produced an audacious flick to divert Akhomach’s low strike into the net, but an offside Unai Lopez was deemed to have obstructed the view of Thomas Strakosha.
Keen to make the most of that reprieve, the visitors came within inches of restoring parity, as Barnabas Varga’s powerful header was superbly tipped onto the post by Augusto Batalla.
AEK were left to rue that missed opportunity, with Los Franjirrojos scoring a second on the stroke of half-time through Lopez, who tapped home from six yards after Strakosha could only parry Akhomach’s initial effort.
Winless on their previous nine visits to Spain (D2, L7), Marko Nikolic’s men saw plenty of the ball after the restart.
But clear-cut openings were in short supply, and despite taking their foot off the gas, Rayo remained the more threatening of the two sides in the final third, with Alemao firing narrowly wide from inside the box.
The hosts were given a golden chance to extend their lead further in the 74th minute when Filipe Relvas was harshly penalised for a handball in the area, and Isi Palazon made no mistake from the spot, sending Strakosha the wrong way to net his sixth goal of the season.
AEK looked determined to avoid further damage with time heading into the final quarter-hour, and Alemao went close once again for the hosts, shooting narrowly wide from long range.
The visitors were able to create one final meaningful chance in stoppage time, but Zini wastefully headed wide from eight yards, as Rayo secured a commanding first-leg victory to extend AEK’s dismal winless record against Spanish opposition