Los Blancos have had their problems this season, but Santiago Solari's side will enter this week's match off the back of a fine run of form and will be confident of taking an advantage into the second leg at the Bernabeu.
The Spanish giants have won the last three editions of the Champions League, meanwhile, and have been victorious in their last nine two-legged knockout ties in the competition.
Madrid lost home and away to CSKA Moscow in the group stages, but still managed to top the section with 12 points.
Here, Sports Mole has taken a look at how Solari's side could line up on Wednesday night.
Jesus Vallejo and Luca Zidane remain on the sidelines with hamstring problems. They are joined by Marcos Llorente, who will miss the next three weeks or so with a groin injury.
Isco has also been ruled out with a back and neck injury, but Solari has no fresh injury concerns from the team that overcame Atletico at the weekend.
Madrid's XI could indeed be unchanged from the one that started at the Wanda Metropolitano, meaning that Vinicius Junior and Lucas Vazquez would again flank Karim Benzema, leaving Gareth Bale and Marco Asensio on the bench.
Sergio Ramos, who has incredibly scored 11 times from central defence this season, will captain Madrid on his 600th appearance for the club.