Assistant coach Aitor Karanka admitted Real Madrid face an uphill battle in the Champions League after tough matches against Barcelona.
Real followed Tuesday's 3-1 Copa del Rey win over Barcelona at Camp Nou with a 2-1 La Liga triumph against the same opponents at the Bernabeu on Saturday.
Jose Mourinho's side take on Manchester United in the Champions League on Tuesday, with their last-16 tie delicately poised at 1-1.
"Obviously we are very happy after these last five days and these two matches," Karanka said.
"We believe that we did something incredible, (but) we take the risk of paying for it on Tuesday.
"So we have to train tomorrow thinking of the game on Tuesday."
Meanwhile, Barcelona remain overwhelming favourites to regain the La Liga title with Real still 13 points adrift.
"The game was important for our moral and for the points, we came here with the intention of stretching our lead at the top of the league, to increase the 16 points," Barcelona assistant coach Jordi Roura said.
"Despite the result, we have to be very happy with the team's attitude in a difficult stadium like Bernabeu. The team fought and had options to get points."
