Over the past week, last season's La Liga and Champions League winners have suffered defeats to both Manchester City, and Barcelona and although they avoided another setback against a select XI from the American top flight, Zinedine Zidane will take no satisfaction from the result.
Zidane only included five players who could claim to be first-team regulars last season, while the MLS side featured both Bastian Schweinsteiger and Kaka.
It took Real almost an hour to open the scoring in Chicago when Dani Ceballos slid the ball through to Borja Mayoral, who remained composed before sending a deflected effort into the corner from inside the penalty area.
However, with three minutes left, Dom Dwyer headed home an equaliser from two yards out after Dax McCarty had headed against the post from Diego Valeri's corner.
It led to the match being decided by penalties where goalkeeper Luca Zidane - Zinedine's son - saved Dwyer's opening spot kick before the second from Giovani dos Santos struck the crossbar.