Zinedine Zidane's side went down 1-0 to the Yellow Submarine at the Santiago Bernabeu and are now 19 points adrift of leaders Barcelona at the halfway stage.
Here, Goal takes a look at everything you need to know ahead of their return to league action at the Bernabeu on Sunday...
REAL MADRID INJURIES
Captain Sergio Ramos suffered a muscle strain in training recently and is still not ready to return for Real.
Elsewhere, Karim Benzema is back and the French forward could feature along with Gareth Bale and Cristiano Ronaldo after all three were rested for the cup clash away to Leganes.
REAL MADRID SUSPENSIONS
Zidane has no players suspended for the game against Deportivo on Sunday.
REAL MADRID POTENTIAL STARTING LINE-UP
With Ramos still out, Nacho and Raphael Varane should start in central defence for Real Madrid against Deportivo.
In attack, Bale is set to feature alongside Ronaldo, with Benzema likely to be used as a substitute.
Marco Asensio is also in contention for a start after scoring the winner against Leganes on Thursday.
DEPORTIVO TEAM NEWS
Centre-backs Raul Albentosa and Sidnei are both doubtful for the trip to Madrid, while midfielder Fede Cartabia misses out through injury.
Another midfielder, Federico Valverde, is ineligible due to the terms of his loan agreement with parent club Real.
Deportivo are down in 18th place in La Liga with just 16 points, having lost three of their last four matches (including a 4-0 defeat at Barcelona). The other was a 1-1 draw at Villarreal.
TV COVERAGE & KICK-OFF TIME
Real Madrid versus Deportivo kicks off at 16:15 local time at the Santiago Bernabeu on Sunday and will be broadcast live in the UK on Sky Sports Mix and Sky Sports Football (via the red button) from 15:10 GMT.
In the United States (US), Real against Deportivo is live on BeIN Sports and kicks off at 10:15 ET.
BEST OPTA MATCH FACTS
Real Madrid have won 13 of their last 14 games against Deportivo in La Liga. The other was a draw.
Deportivo have won just one of their last 32 visits to the Bernabeu in La Liga (losing 27 and drawing four of those). Their last victory was a 1-0 success in October 2004.
Real Madrid have failed to win any of their previous three league matches since winning the FIFA Club World Cup against Gremio in December. The last time they went four matches in a row without a victory in La Liga came back in 2009 (five defeats under Juande Ramos).
Cristiano Ronaldo has scored 289 goals for Real Madrid in La Liga, with the first of them coming against Deportivo at the Bernabeu (a penalty back in August 2009).
Gareth Bale has scored six goals in his five games against Deportivo in La Liga, including his last hat-trick for Real Madrid (in January 2016).