The two sides meet again at the Bernabeu Stadium on Thursday and Solari has since been appointed as Julen Lopetegui's permanent replacement.
The game, as well as the tie, was effectively over six minutes before the break when Asensio turned provider to allow Sanchez to help himself to a third, and Melilla's hopes of keeping matters respectable were deal a further blow within two minutes of the restart when skipper Isco blasted home from distance. Scroll down for predictions, betting tips and odds, TV channel, head to head history and live stream information.
Real Madrid have quietened down the whispers surrounding star midfielder Isco's exit in the January window by demanding clubs meet his release clause which stands at a whopping €700m.
Lucas Vazquez will be deployed on the right wing, Karim Benzema up front, and a fully-fit Gareth Bale is set to start on the left flank.
Having left the newly-crowned Ballon d'Or victor Luka Modric out of the 18, Solari had to be patient and it was not until the 33rd minute that the La Liga giants got their noses in front when Asensio ran on to full-back Dani Carvajal's ball and fired into the bottom corner of Pedro Luis' goal.
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However, Solari is expected to be on top of his game, to ensure the Los Blancos improve on their fifth spot before the turn of the year.
Late goals from Jorge Moreno and Rafael Dwamena saw Levante through 2-0 against Lugo, while Sporting Gijon became the only lower league side to make it into the last 16 following a 2-2 draw away to Eibar, which gave them a 4-2 aggregate win. "He deserved this prize after a marvellous year with Madrid and the Croatian nation team".
"It comes at a time of maturity in his career".
"I'm very happy for Isco, I was very sorry that he missed the one played in the first half, because it would have been a great goal", he told reporters.