Paco Jemez's side made a good start to the new Primera Liga season but their form foundered in a 4-3 defeat to Atletico and a 2-0 home loss to Jose Mourinho's men last time out.
But Jemez is adamant his side, who still sit eighth in the league table, have nothing to fear and has vowed to take "great intensity" into the game in Valladolid.
Jemez said: "Things are going well, and when you are beaten you have to take the defeats into account and learn from them.
"The good thing about this team is it competes well against any team. We will come out against Valladolid with great intensity because they are a team that is always pressing and is dangerous with the ball."
Valladolid's form has mirrored that of their opponents, as they also won their first two games of the new season before suffering three straight defeats.
Coach Miroslav Djukic is hoping his side will soon recapture the confidence they showed in their first two wins over Real Zaragoza and Levante.
Djukic said: "We have shown up to now that we have the confidence to beat anyone and we can do it. I am just trying to get everything out of my team."