Jose Mourinho's side defend a 1-0 lead in their semi-final second leg at home to holders Sevilla on Wednesday knowing their chances of overhauling league leaders Barcelona suffered serious damage with a shock 1-0 defeat at Osasuna.
That result left them seven points adrift of Pep Guardiola's champions, who visit struggling Almeria with a healthy 5-0 first-leg advantage in the other semi-final.
"We always have to focus on the next game and give nothing up as lost," Real Madrid captain Iker Casillas said. "Now we have to lift ourselves and think about the cup because we are only one step from the final."
Mourinho is expected to have Xabi Alonso back to provide a steadying influence in midfield after recovering from flu and new loan signing Emmanuel Adebayor will have had more time to get to know his new team mates.
Real, who last lifted the cup in 1993, have won every home game this season.
Sevilla showed grit to come back from two goals down and draw 3-3 with 10-men at Deportivo Coruna on Saturday. They could be tempted to throw new signings Ivan Rakitic and Gary Medel into the fray.
Jesus Navas and Ndri Romaric should be available again after missing the Depor trip.
Barca are expected to field fringe players against Almeria, who are second-bottom of La Liga and have never reached the cup final, and will probably be without Spain midfielder Andres Iniesta who has a shoulder strain.
