Mikel Oyarzabal's 48th minute strike was the difference on the evening as we lost 1-0 to Real Sociedad at the Anoeta.
Jagoba Arrasate opted for Matteo Joseph in attack alongside our top goalscorer Vedat Muriqi while academy product David Lopez started in central defence.
There was a familiar face in the host's line-up as former winger Take Kubo started on the right-hand side.
Ander Barrenetxea had the game's first opportunity when he slipped in at the near post and forced Leo Roman into a reflex save from close range in the 17th minute.
We had to wait until the 24th minute until Joseph had our first sight of goal when he did well to make space for himself and then test Alex Remiro with a low drive.
Barrenetxea had the first half's final chance minutes from the break when he fired over the bar with a whipped effort from inside the box.
Oyarzabal gave the hosts the lead three minutes after the break when Barrenetxea broke through and teed up the midfielder to poke home from close range.
Antonio Raíllo kept us in the game in the 70th minute when he cleared the ball off the line after Take Kubo had been teed up in the box.
There was to be late drama as the VAR ruled out what had originally been awarded a penalty for a supposed handball to block Samu Costa's effort.
We would ultimately head back to the island empty handed as our search for a first league win continues.
LINE-UPS:
Real Sociedad: Remiro; Aramburu, Zubeldia, Caleta-Car, Sergio Gómez (Aihen Muñoz, 74'); Gorrotxategi, Brais Méndez (Marín, 74'), Soler (Turrientes, 63'); Kubo (Sadiq, 85'), Oyarzabal y Barrenetxea (Guedes, 85').
RCD Mallorca: Leo Román; Maffeo (Mateu Jaume, 79'), Valjent, Raíllo, David López (Domenech, 62'), Lato (Mojica, 79'); Antonio Sánchez (Sergi Darder, 93'), Mascarell (Samu Costa, 44'), Pablo Torre; Muriqi y Mateo Joseph.
Goal: Oyarzabal (48').