For all the attacking arsenal in their armoury, the Blaugrana failed to score in their third straight league game, stretching back to last season.
Barcelona paraded summer signings Raphinha and Robert Lewandowski in attack alongside Ousmane Dembele while Pierre-Emerick Aubameyang and Ansu Fati were introduced in the second half to try and unlock the stubborn Vallecano defence but to no avail.
Four of Barcelona's five summer signings were able to feature, with Jules Kounde the only exception due to his non-registration.
Barcelona were reduced to ten men late on after captain Sergio Busquets was dismissed for a second bookable offence.
"We wanted to show people that we're on the right track because we've shown expectations, but it's the beginning," Xavi said after the game.
"We ask for patience and that people believe in this team. It is a disappointment today but it is the beginning and we must continue to believe in this game model that is the one that has to lead us to success.
"Because of the expectations generated, I think the team has been thicker, more tense. I tried to tell them that now the pressure is for me, for the coach. But Rayo has done a very good tactical job. The penalty is not having scored a goal. We must continue to grow."
Barcelona are back in action next weekend when they travel to Real Sociedad.
