Wolves left it late but finally found the net through Raul Jimenez and Rayan Ait-Nouri.
Lopetegui, who originally turned down the Wolves job due to his father’s ill health, has revealed the match landed on the same day as his father’s birthday – in what he described as a special moment.
He said: “Job done. Our main aim was to continue in the cup and in the end we got it.
“This kind of match is difficult, playing against a team that has nothing to lose. We have done good work and in the end we are happy.
“We tried to show what we’ve worked on in the last weeks. In the end it depends a lot on the kind of opponent.
This opponent is very different to what we’ll find in the next matches. Each match is difficult.
“We needed to beat the opponent and the players worked with good concentration and focus. We are happy with them.
“It has been a very special day for me. Today is my father’s birthday and today is also my first match at Molineux. It’s very special.”
“I want this a lot and I am very happy, above all for the team, because we want to be in the next round.
“We have a hard task ahead and we have to be ready.”
Wolves are on the verge of signing Atletico Madrid forward Matheus Cunha, but Lopetegui remained tight-lipped when asked about the Brazilian.
He added: “I don’t have the official update from the club, so I have to be professional. He is a player we want, but I don’t have an update. When I do, I will talk about him.”
When asked about Cunha’s proposed medical on Wednesday, Lopetegui said: “I can’t confirm anything. I haven’t talked to the club, it’s possible that you know more than me!”
When asked what Cunha will bring to Wolves, Lopetegui added: “When he is here, you can ask me and I will answer you.”
Meanwhile, Lopetegui says he hopes to have injured players Boubacar Traore and Jonny Castro Otto back for the Boxing Day trip to Everton.
Both players are out with groin issues, while Traore had a scan on Monday.
“One week ago in Marbella he (Traore) had an injury and we think he can be fit for the next match, we will see,” Lopetegui said.
“Jonny tried to come back in the last match but he has a little problem. I think he will be ready for the next match. I hope, but I’m not sure.”