Madrid have strung together 10 consecutive victories in Europe stretching back to their successful run to their 10th European Cup last season, but have found the going a lot tougher domestically in 2015.
Los Blancos surrendered their lead at the top of La Liga at the weekend as they were beaten 1-0 at Athletic Bilbao, whilst Barcelona thrashed Rayo Vallecano 6-1.
"It seems strange to say Madrid have a problem up front when we have scored so many goals throughout the season, but I think it is the truth," said the Italian on Saturday.
However, captain Iker Casillas has insisted that they won't suffer a hangover from their La Liga woes at the Bernabeu.
"This competition is different. For Madrid fans it means everything," he told the club's website.
