Carlo Ancelotti's team lifted the trophy for a 19th time back in April when they defeated Barcelona 2-1 at Mestalla last April, thanks to a stunning individual winner from Gareth Bale.
They have their work cut out if they are to stay on course for this season's showpiece, however, after going down 2-0 in the first leg of their last-16 tie last Wednesday.
A Raul Garcia penalty and a further strike from Jose Gimenez gave Atletico a significant advantage heading into this week's return leg at the Santiago Bernabeu.
That suggests newly crowned Ballon d'Or winner Ronaldo will return to the starting line-up with Real needing a big victory to progress to the quarter-finals, where they will likely face Barca - who hold a 5-0 lead from their first leg with Elche.
After going down to Atletico last week, Real bounced back with a 3-0 win over Espanyol in La Liga on Saturday and a repeat scoreline on Thursday would suit Ancelotti's men perfectly.
That result leaves Diego Simeone's side third in the table, three points behind Barca and four adrift of Real, who have played a game fewer than both of their title rivals.
But full-back Juanfran is looking for Atletico to put defeat at Camp Nou behind them and return to winning ways at the home of their fiercest rivals.
"Real Madrid, regardless of this meeting of ours against Barca, will want to win the match and we are not going to allow it," he told AS.
"And then we will think about the league match against Granada at the Calderon [on Sunday].
"This team in advaersity has always shown its face and come stronger. In the Copa match at the Bernabeu we will be very strong and will start the match from minute one.
"Our level of confidence cannot be higher."
