Ernesto Valverde's in-form Bilbao side should be too strong for third-tier Alcoyano at the Campo Municipal El Collao.
After a slow start to the campaign, Bilbao have won five of their past seven in all competitions to find some form.
The first leg between Malaga and Deportivo will mark the first of three matches the teams will play against each other in December.
Malaga, who are sixth in La Liga despite back-to-back losses, visit Deportivo in the cup on Wednesday and the league on Saturday.
They host Celta de Vigo on December 13 before welcoming Deportivo for the Copa del Rey second leg five days later.
Real Madrid are likely to take the chance to rest players when they host third-tier Cornella, already holding a 4-1 lead from the first leg.
But Carlo Ancelotti's men are aiming for a 17th straight win in all competitions, having already set the club record at 16 with their win at Malaga on Saturday.
Barcelona face a form team in Huesca, who are top of the Segunda B ahead of hosting the first leg at the Estadio El Alcoraz.
Sevilla are also in control of their tie against second-tier strugglers Sabadell, taking a 6-1 advantage to the Estadio Ramon Sanchez Pizjuan.
Only Sevilla and Real have played their first legs.
Atletico Madrid visit L'Hospitalet for the first leg of their tie, and Diego Simeone is likely to experiment.
Espanyol will fancy their chances of taking something from Deportivo Alaves in their first leg at the Estadio de Mendizorroza.
Celta de Vigo go into their trip to Las Palmas on a three-match winless run, while the second division's Real Valladolid meet top-flight strugglers Elche.
Cordoba and Granada do battle, with the former winless this season and the latter without a victory since September.
Villarreal visit Cadiz for their first leg, Real Oviedo host Real Sociedad, Valencia take on Rayo Vallecano and Levante meet Albacete.
Getafe and Eibar will do battle and Real Betis host Almeria in their first leg.
