Zinedine Zidane rested stars including Cristiano Ronaldo, Marcelo and Toni Kroos with an eye on Tuesday's first leg in Turin.
But the Frenchman was dealt an injury blow when Nacho was hurt in a seemingly innocuous challenge with Las Palmas defender Alejandro Galvez.
Nacho, who appeared to hurt his right ankle, was left in tears on the Madrid bench and the Spain international could miss the trip to Juventus as a result.
While not typically considered a regular starter for Zidane, the versatile 28-year-old has made 24 appearances in LaLiga this season.
Isco and captain Sergio Ramos missed the game against Las Palmas due to knocks sustained on international duty with Spain.