Rayo Vallecano, bearing the name of their suburb in Madrid, was formed on May 29th, 1924 by a group of football enthusiasts looking to create a football team that could compete in the Spanish championships. Source
Their journey began at the regional level, where they showcased commendable performances. However, the club struggled initially to establish its footing due to financial constraints and had even faced relegation during early years.
One extraordinary achievement during these times was when they won their first Copa del Presidente de la República title in the 1935-36 season despite being an amateur team then. This marked one of their earliest successes which laid the foundation for future victories.