Jose Mourinho's side face an uphill battle to reach the semi-finals of the Copa del Rey after Wednesday's 2-1 loss to Barca in the first leg at the Bernabeu.
It was the Catalans' fifth win from their last seven matches at the home of Madrid, with the hosts not having tasted victory since a 4-1 league triumph in May 2008.
Madrid at least have the consolation of a five-point lead in the table, and Mourinho stressed the league and Champions League very much take precedence over the domestic cup.
He said after Wednesday's loss: "I have to prepare for Sunday's match against Athletic Bilbao. The Copa del Rey is our third priority. We've said it before and nothing has changed. The league is our first priority and we're currently only thinking about our match with Athletic."
Already missing injured duo Angel Di Maria and Sami Khedira, Mourinho must also decide whether to select defender Pepe following the furore about his conduct against Barcelona.
The Portugal international appeared to stamp on the hand of Lionel Messi in a incident missed by the referee and was heavily criticised in the Spanish press.
Pepe issued a statement on the Madrid website on Thursday evening insisting his actions were unintentional and apologising to Messi, but Mourinho may decide a hamstring niggle provides a good opportunity to take him out of the fray.
Madrid have won 13 of their last 14 league matches, dropping points only to Barcelona, but Bilbao should provide a good test.
Marcelo Bielsa's side sit fifth having gone six games without conceding a goal and gave themselves a great chance of reaching the last four of the cup with a 2-0 first-leg win over Real Mallorca in midweek.
Bielsa said: "The clean sheets are due to the work of everyone in their effort to win the ball back efficiently."