Coach Jose Mourinho has made changes to his side following the surprise defeat to Levante last weekend and the disappointing draw at Racing Santander on Wednesday
Young French defender Raphael Varane starts alongside Raul Albiol at the back as both Pepe and Ricrado Carvalho miss out through injury.
Another Portugal international, Fabio Coentrao, is also sidelined. The 23-year-old is replaced by Lass Diarra in midfield, while Sami Khedira is on the bench as he returns from suspension.
Here are the two teams:
Real Madrid (4-2-3-1): Casillas; Ramos, Albiol, Varane, Marcelo; Xabi Alonso, Diarra; Di Maria, Kaka, Ronaldo; Higuain
Subs: Adan, Arbeloa, Khedira, Granero, Callejon, Ozil, Benzema
Rayo Vallecano (4-3-3): Dani Gimenez; Casado, Jordi, Arribas, Tito; Michu, Javi Fuego, Movilla; Lass, Tamudo, Piti
Subs: Cobeno, Garcia, Michel, Susaeta, Trashorras, Delibasic, Pacheco