The Frenchman remains a major worry for coach Jose Mourinho ahead of Sunday's encounter after picking up an injury in midweek
The France international had to be replaced in the second half of Tuesday's 3-0 Champions League victory against Ajax after sustaining the injury.
Benzema has since not trained with the team and remains a doubt for Sunday's clash, according to Madrid's official website.
The former Olympique Lyonnais forward joins Pepe, Fabio Coentrao and Nuri Sahin on the club's injury list, with his selection for the match reportedly depending on a late fitness test on Sunday.
The 23-year-old has scored five goals in all competitions this season.