Carlo Ancelotti's side managed to bounce back from successive home losses in Saturday's clash, as Vinicius Junior scored three times and Jude Bellingham netted his first goal of the campaign in the four-goal success for the reigning Spanish champions.
However, Rodrygo, Militao and Vazquez were all forced off the field, and there is serious concern when it comes to Militao's fitness, as he appeared to suffer a severe knee problem.
Militao was struggling to hold back the tears as he left the field on a stretcher, and Real Madrid will now need to assess the extent of the damage before releasing a statement.
The Brazilian centre-back missed the majority of the 2023-24 campaign due to an ACL issue, and there are fears that he has suffered a similar problem, which would mean another lengthy spell out.
Rodrygo, Militao, Vazquez all picked up injuries vs. Osasuna
Rodrygo picked up a muscular problem in the first half of the contest, with the Brazilian seemingly now facing a few weeks on the sidelines.
Vazquez was also forced off the field at the interval due to a problem which he suffered in the latter stages of the first half against Osasuna.
The right-back's issue appeared to be the least serious of the three, with the real concern surrounding Militao, as he could now be out for the campaign.
"I don't want to touch on the subject of injuries, it bothers me and it breaks my heart to see a teammate cry," Real Madrid attacker Brahim Diaz said shortly after the final whistle.
Los Blancos head coach Ancelotti will address the problem during his post-match press conference, but all three will need to be assessed before the club issue a statement.