Zinedine Zidane's side are currently fourth in the table behind Atletico on goal difference and eight points adrift of leaders Barcelona after 13 rounds of matches.
The champions beat Malaga 3-2 at the Santiago Bernabeu last weekend and advanced in the Copa del Rey on Tuesday despite a nervy 2-2 draw at home to Fuenlabrada.
Here, Goal takes a look at everything you need to know ahead of Saturday's match in La Liga...
REAL MADRID INJURIES
Gareth Bale returned as a substitute in the Copa del Rey on Tuesday and had an immediate impact in that match. However, he is being rested as a precaution for this weekend's trip to Bilbao after feeling discomfort at the end of the midweek game.
Keylor Navas also made his comeback in the cup clash and is available again.
Mateo Kovacic returned as well and could feature at San Mames, while Sergio Ramos is in contention to play after a special mask was made to protect his broken nose. Marco Asensio is doubtful.
REAL MADRID SUSPENSIONS
Nacho is available again after missing the 3-2 win over Malaga through suspension and Zidane has no other players banned for the trip to the Basque Country.
REAL MADRID POTENTIAL STARTING LINE-UP
Navas made his comeback from injury on Tuesday and could start in goal against Athletic, although Zidane may opt to stick with Kiko Casilla for now.
Ramos is set to play with a protective mask after suffering a broken nose in the recent Madrid derby, which saw him miss last weekend's win over Malaga.
With Bale out, Isco should feature again in attack with Karim Benzema and Cristiano Ronaldo.
ATHLETIC CLUB TEAM NEWS
Athletic Club have picked up just 13 points from as many games so far in La Liga this season as they struggle to cope with the summer exit of coach Ernesto Valverde.
Jose Angel Ziganda arrived in his place and has led the Basques to only three wins so far in the Primera Division, two of those at San Mames.
The Basques will be looking for a reaction in this match following an embarrassing exit in the Copa del Rey on Wednesday, when they lost at home to little Formentera.
Iker Muniain, Benat and Oscar de Marcos are all sidelined for the game against Madrid, while Aymeric Laporte is suspended. Goalkeeper Kepa Arrizabalaga, strongly linked this week with a move to Real, is doubtful.
BEST OPTA MATCH FACTS
Athletic Club have only won one of their last seven league games at home against Real Madrid (drawn one, lost five), 1-0 in March 2015.
Real Madrid have won on their last two visits to San Mames in La Liga, both by the same scoreline (2-1).
Athletic have hit the woodwork the joint-most times in the Primera Division this season (10, level with Barcelona).
Aritz Aduriz has scored more headed goals against Real Madrid in La Liga than any other current player (three).
Only four of Cristiano Ronaldo's 16 goals against Athletic in La Liga have been scored away from home and the Portuguese is yet to net at the new San Mames.
Conversely, Karim Benzema has scored three goals in his three visits to the new Athletic stadium. Only his compatriot Antoine Griezmann (four) has scored more away goals there in La Liga.
TV COVERAGE & KICK-OFF TIME
Athletic club versus Real Madrid kicks off at 20:45 local time at San Mames on Saturday and will be broadcast live from 19:40 UK time on Sky Sports Football.