For Real, and in particular manager Zinedine Zidane, the Champions League in recent years has provided respite from underwhelming La Liga performances.
The club has made the competition their own, winning three of the last four editions -- last year becoming the first team to win the competition back-to-back in its current format -- to take them to a record 12 European Cup titles.
But this year, the hangover from their weekend domestic struggles is beginning to linger into their midweek European nights.
On Wednesday, Zidane's Galacticos were taught a lesson by Mauricio Pochettino's swashbuckling upstarts.
It wasn't just the defeat, it was the manner in which it was dished out; comprehensively outplayed and outfought by a Tottenham side still fresh and inexperienced at this level of European football.
Such was the convincing manner of Spurs' 3-1 win at Wembley stadium, when asked if he was surprised with the victory, match winner Dele Alli, bristling with confidence, replied: "To be honest, no."
But while the white half of north London are perhaps starting to feel as though they belong at Europe's top table -- Pochettino proclaimed the win put Tottenham among the continent's "elite" -- Zidane was not allowing the white side of Madrid to become too despondent.
"No. I don't think we're lost," he told reporters after the match when asked if his club were in crisis. "Maybe we are missing the calm we normally have in front of goal.
"We are making chances and not taking them but for sure we will turn this situation around.
"When you lose two games in a row, your confidence can't be great but we have three or four days to rest and think about the next game."
During the summer transfer window, Alvaro Morata left Real for Chelsea, Colombian international James Rodriguez joined Bayern Munich on loan, while Pepe moved to Besiktas.
Real forward Cristiano Ronaldo suggested that Zidane's team are still adjusting to the exit of that experienced trio.
"Pepe, Morata and James Rodriguez made us stronger -- now the team is younger," Ronaldo told reporters.
"We are also without [Dani] Carvajal and [Gareth] Bale," added Ronaldo, referring to the pair who missed the game at Wembley due to injury.
"It's not a worse squad, but it has less experience and that is very important -- though it is not an excuse. I'm happy and don't want to set off alarms."
'Team full of champions'
Zidane has won trophies at a relentless pace since taking charge at Real, but this period is arguably the 45-year-old Frenchman's toughest test yet in his still fledgling managerial career.
Rumblings are emerging from Spain that Real president Florentino Perez is already considering looking for replacements should Zidane not quickly turn it around.
Tottenham's win means the club have secured passage through to the last 16 of Champions League for the first time since 2010 and, even in defeat, Real are all but guaranteed to join them.
With Borussia Dortmund able to take only two points from their double header against minnows Apoel Nicosia, Zidane's side need just a point when they travel to Cyprus in three weeks' time.
Sunday provides Real with the perfect chance to restore some of last season's feel-good factor as they welcome struggling Las Palmas to the Bernabeu.
Sterner tests are yet to come, however, with Real then set to travel to cross-city rivals Atletico but Zidane remains confident about the future.
"We're an experienced team full of champions," he said. "And we're going to turn this around."