Vidic thinks that United have learnt from their mistakes in the Champions League last season, when they failed to qualify from the group stages.
The Serbian centre-back has declared that the key to the tie lies in keeping a clean sheet in Madrid.
He told FourFourTwo: "We're going to have to play as a team there. We need to get it right defensively and not concede many goals in the first leg.
"You have to be solid as a team, not just at the back but all over the pitch. You have to have quality. We have a big squad and young players coming through with experience from playing games last year, which is a big help to the team.
"A lot of our players have matured now. There is a long way to go, but we will see."
United currently sit top of the Premier League with a nine-point lead over reigning champions Manchester City.