Real welcome Atletico on the back of their thrashing of Dinamo Zagreb in the Champions League.
Diego said: "To win at the Bernabeu would be a surprise at this point given our away form.
"Real are unbeaten at home and it would be a surprise win, but that's football.
"We have to respect them because they are the favourites and very strong but we will try to make it a great game.
"The derby is much more intense and it will be a special game."