The Spanish capital rivals go into the semi-final tie's second leg at Vicente Calderon with Real 3-0 up on aggregate, leaving Atleti facing a mountain to climb if they are to retain the crown they won last term.
However, Atleti will have plenty to play for, if they use the clash as a dress rehearsal for the sides' league derby on March 1.
Diego Simeone's side led the league outright for the first time since 1996 after beating Real Sociedad last weekend, but were knocked off that perch on Saturday as they slumped to a 2-0 defeat at Almeria, while Real moved above them courtesy of a 4-2 win over Villarreal.
"The team is gutted," he said. "But you have to raise your head, work harder if possible to remove this slump soon after two matches. Let's see the power this team has overcome it.
"Now we have to be united more than ever.
"We have been in a privileged position and we are lucky to still be there and we will fight because this little bad run is costing us points."
Atleti won at the Bernabeu earlier this season, their first league triumph over their neighbours in the 21st century, as well as last season's Copa final - but the sides' head-to-head record is massively stacked in Real's favour.
One bright spot for Simeone will be the return of Koke, available again after suspension forced him out of the weekend's defeat.
