With the teams having played out a 1-1 draw in the first leg, Madrid were quickly out of the blocks as they looked to move ahead on aggregate and visiting goalkeeper Hugo Lloris was called into action early to deny Marcelo.
Despite their possession Madrid were unable to create chances and they would have gone behind had Iker Casillas not pushed a Cesar Delgado shot round his post.
Cris then made a mess of fine opening for Lyon and they were duly punished on 37 minutes when full-back Marcelo cut inside, exchanged passes with Cristiano Ronaldo, and coolly slotted the ball beyond Lloris.
It took until the 66th minute for the Spanish side to double their advantage on the night, and it was Marcelo who pounced on a poor pass from Anthony Reveillere and played the ball forward for Karim Benzema to score against his old employers.
Bafetimbi Gomis almost hauled Lyon back into the game, but Madrid ensured they would be in the last eight for the first time in seven years when Mesut Ozil flicked the ball on and Angel Di Maria lifted his shot over Lloris and into the net.