Marca says Keylor has asked the club to accommodate his departure.
Zinedine Zidane has been clear in explaining that Thibaut Courtois is the No.1 this season, which the Costa Rican has now accepted.
The club already know that he wants to leave and they're already looking into a possible replacement in case he does depart before the window closes, with them prioritising an experienced 'keeper.
Andriy Lunin is guaranteed a place in the squad for 2020/21, meaning Los Blancos are looking for a temporary stand-in.
The Under-20 World Champion was loaned to Real Valladolid and his future was completely independent to what happened with Keylor, with all parties wanting him to play on a regular basis this term.