Madrid went into halftime with a three-goal lead after Marco Asensio scored twice in three minutes and debutant Javi Sanchez also got on the scoresheet late in the half.
Spain midfielder Isco extended the advantage three minutes into the second half, scoring for the first time since September in his first start under new coach Santiago Solari, while Brazilian Vinicus Jr. hit goal number five.
Solari had made 10 changes from the team that beat Valencia 2-0 in La Liga on Saturday but was still able to field four Spain internationals and three-time Champions League winning goalkeeper Keylor Navas.
Melilla, a tiny Spanish autonomous enclave in north Africa, managed to give their travelling supporters something to celebrate when striker Yacine Qasmi smashed a penalty beyond Navas in the 81st minute.
Isco restored Madrid's five-goal advantage with his second goal of the game.
(Reporting by Richard Martin; editing by Martyn Herman)
