Jose Mourinho returned to a city where he is still adored after leading Roma to Conference League glory four years ago, as Los Blancos looked to improve a patchy run of away form this season.
Their start was anything but convincing here, though, as early chances fell to Matias Soule and Paulo Dybala, while Thibaut Courtois was forced into a fine save to deny Mario Hermoso.
The Giallorossi were dealt a blow when Manu Kone was forced off injured, but that didn’t stop the hosts from taking a deserved 20th-minute lead.
Dybala won the ball back in midfield in a move culminating in Soule teeing up Marten de Roon for a deflected long-range effort that flew past Courtois.
Malen came agonisingly close to doubling Roma’s lead with a shot which almost squirmed under Courtois, but it was Real who struck next through Kylian Mbappe.
The France captain marked his 100th UCL appearance with a goal, as a deflected strike of his own looped over Pierluigi Gollini.
Jude Bellingham came close to turning the game on its head in first-half stoppage time when he fired wide from Vinicius Junior's cross at the end of an intriguing first half.
However, Real failed to build on that chance and were punished by Malen after a fatal defensive lapse just six minutes after the restart.
Courtois’ pass to Vini Jr. was intercepted, and substitute Rodrigo Mora fed in Malen for a close-range strike that took a nick off Federico Valverde before nestling inside the near post.
Malen then added a third with a goal of alarming simplicity from Real’s perspective, as Soule’s through ball completely sliced through their defence, allowing the Dutchman to finish with aplomb.
The visitors looked to give Roma a taste of their own medicine when Yan Diomande’s routine through ball cut through their defence, allowing Mbappe to slot home, only for their blushes to be spared by the assistant referee’s flag.
However, Los Blancos halved the deficit in the 83rd minute when Carlos Espi applied a poacher’s finish on the rebound after Gollini could only parry Endrick’s initial header into his path.
The Brazilian then restored parity two minutes later with a fine header from Guler’s corner, leaving Roma on the ropes.
And Guler’s corners continued to terrify the Giallorossi backline, producing a remarkable winner as Antonio Rudiger fired home from another precise delivery to complete the turnaround.
This would have been a scarcely believable result with 83 minutes on the clock, but Real somehow managed to take all three points and secure a 20th win from their last 22 UCL games against Italian sides.
Meanwhile, this result leaves Roma with four defeats from their last six European home matches (W2) on a sobering night for Gian Piero Gasperini’s side.
Flashscore Man of the Match: Yan Diomande (Real Madrid)