The two capital giants meet at the Bernabeu on Wednesday in the first leg of the cup semi-finals, which will be a repeat of last year's final where Atletico ended a 14-year winless run against Real with a 2-1 victory after extra-time.
Atletico followed up that success with a 1-0 triumph at the Bernabeu in La Liga earlier this season and they would love to make it a hat-trick of consecutive triumphs at the home of their bitter rivals next week.
However, Adrian says the match against Sociedad is the only thing they are thinking about at this point as Diego Simeone's men look to keep up their challenge at the top of the league.
He said: "Wednesday's game will be special, but we've already had derbies and important games. Really you should always know how we think, that we take it game by game.
"Now the most important thing is Sunday's league game, they are three very important points at the Calderon. It's the game that we're thinking about and for which we are preparing for in training."
Atletico go into the weekend level on 54 points with league leaders Barcelona, with Carlo Ancelotti's Real a point back in third.
It is rare that the big two in Spain have found their duopoly under such threat - in the last nine seasons only Villarreal in 2008 have managed to claim a top-two finish other than Barca or Madrid - and Adrian believes it is good for the league.
"We are fighting with Barca and Madrid, and it's refreshing for everyone to see that they aren't so far ahead of everyone else. It's nice and gives something good to La Liga," he said.
"We will try to continue fighting at the top from here until the end."
Atletico have picked up 29 from a possible 33 points at home this season, but their unbeaten record could come under threat by sixth-placed Sociedad.
Sociedad also progressed through to the Copa del Rey semi-finals this week, but they did so in unusual circumstances with third-tier opponents Racing Santander boycotting Thursday night's second leg in protest at unpaid wages.
The game at El Sardinero actually kicked off but was called off almost immediately with the Racing players refusing to compete, instead moving in and standing arm in arm around the centre circle, with substitutes and coaching staff lining up in solidarity on the touchline.
It was a bizarre situation for Sociedad will be involved in but they will now quickly need to switch their focus back to league matters, where they will hope to repeat their 1-0 success over Atletico in last season's corresponding fixture at the Vicente Calderon.
Defender Mikel Gonzalez, whose side face Barca in the cup semi-finals, say: "If that game (last season) manages to help us, then great, we played a very good game then and took advantage of the chances we had.
"If by doing the same we win again, then perfect."