Ernesto Valverde has already confirmed France winger Dembele will not be risked on Saturday, but his involvement is an encouraging sign of his return from a hamstring injury.
Training footage released by Barca painted a different picture to the scenes at their bitter rivals, where Cristiano Ronaldo was unable to join his team-mates.
The star forward, who is reported to have picked up a calf problem in the Club World Cup final, was confined to light work away from the main squad for the second day in succession.
Barca goalkeeper Marc-Andre ter Stegen says they must be prepared for whatever forward line Zinedine Zidane fields at the Santiago Bernabeu.
"The two teams facing each other are perhaps the best in LaLiga and the world," the German told El Pais.
"We already know who we will have up front, and we must be aware of their attack, and of all of them.
"But [we must stick to] our way of playing, that's how we usually have the best chance of winning."