Zaragoza managed to surprise Real 3-2 in April, helping them avoid the drop last term, but travel to the Spanish capital this weekend without a win in 12 matches and are six points behind 19th-placed Sporting Gijon with half the season played.
They were thrashed 6-0 at home to Real on the opening day of the campaign, when Cristiano Ronaldo netted a hat-trick, before suffering a 4-0 drubbing at Barcelona in November.
Zaragoza have fallen a long way since beating Arsenal to win the Cup Winners' Cup in 1995 and have been rocked by financial problems and fan protests against the unpopular president.
"We have to get the three points so that we can take a small step forwards and rediscover some confidence," Da Silva said at a news conference on Wednesday.
"It has not entered our heads that we are going there to lose as we need the points whoever the opponent is and all our matches now will be like finals," the Paraguayan added.
"We are expecting to see the best of Real Madrid and we know we are going to one of the most difficult stadiums but we have to try to put on a good performance like the one last year."
Jose Mourinho's Real side have a five-point lead over second-placed Barca and will be looking to bounce back from Wednesday's King's Cup elimination at the hands of their arch rivals with a convincing win.
Real came close to overturning a 2-1 deficit from their quarter-final first leg but eventually fell 4-3 on aggregate after a dramatic night at the Nou Camp.
Barca, chasing a fourth straight Spanish league title, sustained a couple of new injuries in the cup game as they prepare for Saturday's game at Villarreal, who are 17th after an erratic campaign.
Playmaker Andres Iniesta tore a thigh muscle and will have tests on Thursday to determine the extend of the damage, while forward Alexis Sanchez hurt his shoulder and will be sidelined for one to two weeks, Barca said.
Third-placed Valencia, who have a 4-1 advantage for their King's Cup quarter-final second leg at city rivals Levante later on Thursday, have slipped nine points behind Barca after a run of three games without a win and play at Racing Santander on Sunday.
Levante, the season's surprise packages, are four points behind their more illustrious city neighbours in fourth ahead of their match at home to Getafe on Sunday.
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