The beginning of the 2019–20 season saw more consistent results. After the first five games of the season, the "Lions" sat at the top of the table, their best start in 26 years. That form could not be maintained, and by the halfway point they had slipped to mid-table after several draws. However, in the Copa del Rey, they survived two penalty shootouts against second-tier opponents and then defeated Barcelona to reach the semi-finals. The club then defeated Granada CF in the semi-final on away goals and reach will face Real Sociedad in the final on 3 April 2021.