The Blancos goalkeeper is wary of the threat that their La Liga counterparts will pose when Jose Mourinho's men travel to Estadio Municipal Jose Zorrilla
Los Blancos are currently third in La Liga and go into the game on the back of an impressive 2-0 victory over rivals Atletico Madrid, but the trip to the Pucela is something that the Spain international knows will cause them problems.
"It will be a difficult match. It is a tough ground to visit where the fans are enjoying the team playing in the First Division again," he told the club's official website.
"Valladolid are playing some very good football and come into the match after beating Sevilla convincingly. I think Saturday's game will be a tough match and they will make things very difficult for us.
"Three matches come in quick succession and right now we cannot afford to lose any points in the league.
"Against Celta we hope to do well in a match that will be full of difficulties. We struggled to beat them in the league last October.
"They are a team that have just returned to the First Division and when Real Madrid go to Vigo it always gives Celta a positive vibe."
Real Madrid find themselves five points off second-placed Atletico Madrid in La Liga, and 11 behind leaders Barcelona.