Real, who take on arch-rivals Barcelona in the Primera Liga on Saturday, received cheers from several hundred fans when they arrived at El Prat airport on the eve of the match.
The reaction was more hostile as they got off the team bus to check into their hotel, but there were no serious incidents of violence.
The last time the two sides met at the Nou Camp, the referee had to lead the players from the field as the crowd rained down missiles on former Barca player Luis Figo as he took the corners, with even a stuffed pig's head making it on to the field amidst the mayhem.