With Vinicius Junior watching from the stands, Rodrygo scored the winning goal and raised his fist in solidarity with his Real Madrid and Brazil teammate.

It was one of the many tributes to Vinicius in Madrid's first game since the latest case of racial abuse against the player, who considered leaving the field Sunday after being insulted by Valencia fans.

"All the support for Vini was beautiful," said Rodrygo, whose late goal gave Madrid a 2-1 win over Rayo Vallecano on Wednesday in La Liga.

"What happened to him can happen to many players. We know that it has happened a lot of times in soccer. But we are happy because we see that the world is uniting to fight this."

The show of support came a day after Spanish police arrested seven people on suspicion of hate crime and after Valencia were fined and ordered to partially close their stadium for five games.

Vinicius was not on the field because of a minor injury, but his Real Madrid teammates all came out wearing his No.20 jersey before kick-off.

"Love you," Vinicius said after the game in a tweet that included a photo of his teammates behind him at the Santiago Bernabeu Stadium.

"Thank you, thank you, thank you."

Wearing street clothes, Vinicius came out briefly before the match to salute the fans as Madrid players lined up with their backs to the stands showing his jersey. Vinicius watched the match alongside club president Florentino Perez.

In the 20th minute, fans applauded and chanted his name. The Brazilian stood up and saluted back from the VIP section.

Outside the stadium, many fans arrived displaying messages condemning racism and praising Vinicius, who is black. Inside, a huge banner was displayed behind one of the goals with the words "We are all Vinicius. Enough is enough."

Madrid's women's soccer players and men's basketball players also came out with No.20 jerseys for their games.

Vinicius, 22, has been subjected to repeated racial insults since he arrived to play in Spain five years ago.

Fans have been fined and banned before for attacks on Vinicius, but so far no one in Spain has ever gone to trial on criminal charges for racially abusing a player.

Earlier on Wednesday, Valencia said they would appeal their punishment as it's "unfair and disproportionate."

Spanish soccer's competition committee late Tuesday fined them 45,000 euros ($A74,000) and closed one of the sections of Mestalla Stadium for five games in what is the strongest ever punishment for a club in a case of racism in Spain.

Valencia complained that they were not given a chance to defend themselves before the ruling and that the club had been cooperating with police from the start.

"To punish fans who were not involved in these lamentable incidents is a measure completely disproportionate, unfair and unprecedented," a Valencia statement said.

"We will fight against it until the end."

Valencia, who are still fighting against relegation to the second division, have one home game left in the league this season, against an Espanyol side also trying to avoid demotion, on Sunday.