After a 1-0 triumph at the Santiago Bernabeu, Los Blancos still have not conceded a goal in 2014.
The previous mark had been set in the 1994-95 season, although Los Blancos drew two of those games, making their current streak even more impressive.
Madrid played out a relatively tepid, but comfortable, 1-0 win at home against Espanyol to qualify for the semifinals of the Copa del Rey at the Catalans' expense, winning 2-0 on aggregate.
Carlo Ancelotti's men have yet to concede a competitive goal in 2014, having racked up three wins over Espanyol, two triumphs over Osasuna and victories over Celta, Betis and Granada.
Madrid's 3-2 victory at Valencia on Dec. 22 was the last time the capital club conceded, though it did finish 2013 strongly, with four clean sheets in its final six games of the calendar year.
The Blancos even kept a clean sheet in their 1-0 friendly win over Paris Saint-Germain at the turn of 2014, though non-competitive matches do not count toward their current run.
Madrid's streak of clean sheets is in stark contrast to the eight opening games of the season, during which it only managed to keep one clean sheet.
The team's newfound defensive solidity has helped last season's La Liga runner-up move to within one point of co-leaders Barcelona and Atletico Madrid, which are only separated by goal difference.