Lopetegui landed at Madrid's Barajas airport just before 5 am (0300 GMT). He will be officially presented as Real new coach for the next three seasons at an event at the Spanish giants' Santiago Bernabeu stadium at 7 pm (1700 GMT), the club said in a statement.
"I am very sad, but we have a magnificent team and hopefully we'll win the World Cup," Lopetegui told reporters on his departure from Spain's training base in Krasnodar on Wednesday.
Spain's World Cup preparations were thrown into turmoil on Wednesday as Real Madrid-bound coach Julen Lopetegui was sacked by the Spanish Football Federation (RFEF), with Fernando Hierro taking charge just two days before their opening game in Russia.
In a surprise announcement on Tuesday, Real Madrid appointed Lopetegui as Zinedine Zidane's successor to take over after the tournament in Russia, sparking outrage among the Spanish federation and fans at the timing of the announcement.
"Negotiating is legitimate but it took place without the RFEF being informed until five minutes before a press statement was released," federation chief Luis Rubiales told a joint news conference on Wednesday with Hierro.
"I have spoken with the players and what I can guarantee is that the players will do everything in their power, along with the new technical team, to take the team as far as possible," he added.
Lopetegui, who did not lose a single game in 20 matches as Spain boss, had signed a new contract with the federation until 2020 just last month.
- 'Biggest absurdity' -
Spain players reportedly resisted his sacking, which came as Spain are due to face European champions Portugal in Sochi on Friday before taking on Iran and Morocco in Group B.
Top-selling daily newspaper El Pais called Lopetegui's dismissal "the biggest absurdity in the history of Spanish football" in an article accompanied with a photo of the sacked coach, wearing sunglasses, as he left Russia.
"Vaudeville at the World Cup," wrote rival daily El Mundo, adding Wednesday was "the darkest day in the history of the Spanish national team".
Hierro, 50, was named as an emergency replacement despite having only one season's managerial experience in the Spanish Second Division with Real Oviedo. He was popular among the players as the federation's sporting director between 2007 and 2011, and returned to that role in November of last year.
With at least six of the expected starting XI for the Portugal game to come from Madrid and Barca, Hierro, himself a former Real captain, must ensure club loyalties don't further undermine Spain's chances with divisions already appearing between the players and the federation.
"We don't have time to feel sorry for ourselves. The objective is to fight for a World Cup. The players have been working towards this for two years," said Hierro.
"I've told the players that we have a wonderful, exciting challenge and we can't let this be an excuse to distract us from our dream.
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