Lucas Vazquez is unlikely to be back until February as he nurses a sprained ankle, while Aurelien Tchouameni and David Alaba were unavailable for the Supercopa de Espana with calf injuries.
The pair stayed in Madrid in order to continue their rehabilitations, but it remains to be seen if they will be passed fit for Thursday, where Ancelotti should make a number of changes after a taxing trip to Saudi Arabia.
Andriy Lunin started in the last-32 win over Cacereno and could now be given another chance ahead of Thibaut Courtois, with Dani Carvajal and Ferland Mendy continuing out wide.
Even if Alaba does miss out, Ancelotti could still opt to alter the backline with the inclusion of Nacho Fernandez, who may link up with Eder Militao if Antonio Rudiger is in need of a rest.
Toni Kroos and Eduardo Camavinga will seemingly hold their spots in the engine room, but Dani Ceballos is a candidate to come in for Luka Modric - a change that was made with 65 minutes gone in the Supercopa de Espana final with Barcelona.
Karim Benzema and Vinicius Junior should still expect to start up front given the calibre of opposition, but Rodrygo's fresh legs may be preferred over Federico Valverde, while Marco Asensio and Eden Hazard will also pine for minutes.
Real Madrid possible starting lineup: Courtois; Carvajal, Militao, Nacho, Mendy; Kroos, Camavinga, Ceballos; Rodrygo, Benzema, Vinicius Jr