The 15-time European champions are arguably the biggest club in world football, and it's fair to say that their fanbase expect only the very best from their players.
While Los Blancos count some all-time greats of the game among their former players, very few have escaped without coming under fire from the famously demanding Santiago Bernabeu crowd.
Cristiano Ronaldo, Gareth Bale and Zinedine Zidane are all club legends in recent years who have been on the receiving end of boos from fans for perceived underperformance.
And ex-Netherlands star van der Vaart has revealed that he was no exception to this custom during his time in the Spanish capital.
The former attacking midfielder spent two years at Real between 2008 and 2010, scoring 12 times in 73 appearances in all competitions.
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Three of these goals came in a single game, with Van der Vaart netting a hat-trick in a 7-1 league win over Sporting Gijon in September 2008.
But the former Tottenham hero has revealed that even a stellar display that day was not enough to satisfy his supporters.
Appearing as a guest on talkSPORT's 'The LineUp' this week, Van der Vaart discussed the huge expectation on Kylian Mbappe's shoulders following his blockbuster summer move from Paris Saint-Germain.
He warned: "Don't forget how much pressure it is to play for Real Madrid, for every player. It's the same in no [other] club, it's scary."
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The 41-year-old then pointed to his own experiences at the club, as he recalled his netting his first and only treble at the Bernabeu.
Van der Vaart said: "For example, one time I scored a hat trick in the Bernabeu.
"But the next ball, I kicked it out and they were booing me!
"The expectation, they [Real Madrid fans] are just really critical there."
The Dutchman went on to detail just how intense life was for him at Real Madrid, as he admitted that underperformance is not an option at the club.
When asked by co-host Jim White if the pressure is on from day one, van der Vaart replied instantly: "Yeah, it's fully on you."
Fellow presenter Tony Bellew then quizzed him as to whether training session were more difficult during his time in Spain, or in the two years that followed in England with Spurs.
The 109-cap former Netherlands international opted for Real, explaining: "I think there. But it's also like the total environment."
Van der Vaart put this down to the level of scrutiny surrounding all aspects of life at the club, and revealed that the pressure was so great that it prevented him from venturing into Madrid.
He continued: "I don't know what it is. I can't explain it, because I felt it, but every day is like a game day, because even the training sessions are in the papers.
"You could barely go on the streets. I mean, in London, the players can easily go in the centre, no problem.
"But there, I never saw the [city] centre there. And I was not even the biggest player, the biggest name."