Carlo Ancelotti's men are seven points clear at the top of Group B and that should see plenty of players given rest in the Danish capital.
Copenhagen were expected to be the whipping boys with Juventus and Galatasaray the other teams in the group, but they still have a chance of finishing third and reaching the Europa League.
Stale Solbakken's side will qualify for the Europa League with a victory, while a draw would also secure third place should Galatasaray lose at home to Juventus.
When these two last met on matchday two, Madrid eased to a 4-1 victory at the Bernabeu.
Possible starting lineups
Copenhagen: Wiland, Jacobsen, Bengtsson, Mellberg, Sigurdsson, Claudemir, Delaney, Gíslason, Bolanos, Jorgensen, Toutouh
Madrid: Casillas; Arbeloa, Nacho, Sergio Ramos, Arbeloa; Illarramendi, Casemiro, Jese, Isco, Di Maria; Morata
Sports Mole says: 0-3