The current Uefa cup holders were given the opportunity to head the table after Barcelona were held to a 1-1 draw at Deportivo La Coruna on Saturday, and they did not waste their chance to open up one-point advantage over Frank Rijkaard's side.
Malian international Frederic Kanoute stepped up to score a penalty early in the second of the half taking his tally for the season to eight goals.
And two minutes from time he fed Brazilian midfielder Adriano to finish a swift counter-attack and wrap up the win.
"It's a nice position to be in for the fans and for the club, but we have only played nine games and the season is very long. We must maintain this level of work," Juande Ramos, Sevilla's coach, said.
Zaragoza moved within two points of the leaders with their victory over 10-man Getafe.
Bernd Schuster's side lost defender Ruben Pulido to a red card after just 11 minutes, but levelled from the penalty spot after Uruguayan Carlos Diogo had put Zaragoza in front.
Second-half strikes from Argentine Diego Milito and Brazilian Ewerthon sealed the win for Zaragoza. Milito's goal kept him joint-top scorer in the league with Kanoute.
Below them Real Madrid failed to capitalise on Barca's slip up as Fabio Capello suffered his first defeat at the Bernabeu in two spells as coach of the nine-times European champions.
Celta Vigo success
Capello gave Ronaldo - who earlier in the week he had described as "too fat" - his first start of the season but it was Celta Vigo, who were content to play on the break, who struck first.
Brazilian striker Nene put the visitors in front after 36 minutes with their first effort on target, but Real squared things up just before the break when midfielder Emerson headed home from Raul's corner.
'Fat' Ronaldo (C) got his first
start of the season for Real
Capello experimented with Ronaldo and Dutch striker Ruud van Nistelrooy up front after the break but, after Nene curled a shot against the bar, he sought to reinforce his midfield by bringing on David Beckham for the Brazilian.
As the game opened up, Celta keeper Jose Manuel Pinto kept the away side in the match and eight minutes from time the visitors pounced on a stray pass from Jose Antonio Reyes.
Angel's cross to the edge of the area was swept inside the far post by former Atletico Madrid midfielder Jorge for the winner.
Capello was philosophical in defeat, admitting that he had been pleased with his team for the first time this season.
"We lost because we gifted them two goals," he said. "We played a good match and I told the team that afterwards. It's the first time my team has really given me something to smile about."
Injury-hit Valencia could only manage a 1-1 draw at lowly Espanyol, who played most of the second half with 10 men.
Espanyol's Albert Riera put the Catalans ahead before being harshly sent of , after David Silva had equalised just before the break.
Valencia are level with Real on 17 points but fifth on goal difference, a point ahead of Getafe and two clear of Deportivo and Villarreal, who came from behind to beat Real Betis 3-2.