Los Che will begin the 2012-13 La Liga campaign with a trip to the Spanish capital to confront the defending champions.
Soldado, a Madrid youth team product, was on the club's books between 2000 and 2008 but failed to make a breakthrough in the first team.
The 27-year-old earned a move to Valencia in 2010 following two impressive seasons at Getafe, and has established himself as one of the key players for Los Che with 35 goals from 66 appearances over the past couple of years.
However, Soldado has not scored against Madrid at the Bernabeu since April 2009 and is hopeful of finding the net on Sunday.
"I have not scored at the Bernabeu for four years and that is too long," he told AS. "But we are working not to only get a goal, but to win as well.
"I am always looking to improve year after year. I know my performances are judged on goals, and I want to exceed what I got last season.
"I grew as a player and as a person there (in Madrid), and will always be grateful. Real Madrid are a club that gave me a lot. Now, though, I come as captain of Valencia and will do everything possible to beat them."
Soldado scored 17 goals for Valencia in La Liga last season, helping the former Spanish champions finish third in the table.