The Brazilian was greeted by monkey chants from the away supporters while warming up ahead of the Copa del Rey semi-final first leg, according to Sky Sports News.
"The reserve players from Madrid were out, running up and down, doing the warm-down and Marcelo was one of them," said Sky Sports' Spanish football pundit Graham Hunter.
"Atletico fans were kept in the stadium, quite a common occurrence in England and Spain, and it was at that point they started to make monkey noises towards Marcelo.
"They echoed around the empty stadium and I think for all of us who love Spanish football, it's time for us to speak out against this."
It is yet to be confirmed whether Real will demand an investigation into the incident.