Madrid haven't tasted defeat since April, opening up a six-point La Liga lead over Barcelona in the process.
Deportivo's last visit to Real was Zinedine Zidane's first match in charge back in January and the 5-0 thrashing of the Galicians was a sign of things to come in a dream debut year for the Frenchman as a senior coach.
Madrid haven't tasted defeat since April, winning the Champions League, UEFA Super Cup and opening up a six-point La Liga lead over Barcelona in the process.
"You have to congratulate the players," insisted Zidane humbly after Madrid had to settle for qualifying for the last 16 of the Champions League in second place behind Borussia Dortmund on Wednesday.
"They are the ones that are on the pitch, that have to fight and run."
Los Blancos will be looking for the perfect end to their La Liga campaign for 2016 as they head for the Club World Cup in Japan on Sunday.
However, Deportivo have also been buoyed by a surprise 5-1 romp over high-flying Real Sociedad on Monday to register a first league win since early October and move out of the relegation zone in the process.
"I am always optimistic and I am going there with the hope of getting something from the game," said Deportivo boss Gaizka Garitano.
"We are in the more desperate situation and we are not going to the Bernabeu just to make up the numbers."
Madrid are at full strength bar the absence of Gareth Bale.
Toni Kroos and Alvaro Morata made their return from injury in the 2-2 with Dortmund in midweek and are likely to feature once more, whilst Mateo Kovacic could be recalled after being rested on Wednesday.
Barcelona can cut the gap to three points before Madrid kick-off with victory at rock bottom Osasuna earlier on Saturday.
After the blow of conceding a last minute equaliser to Madrid in last weekend's El Clasico, Barca got back to winning ways with a morale boosting 4-0 thrashing of Borussia Moenchengladbach on Tuesday.
Crucially the returning Andres Iniesta has starred in his first two appearances after a six-week injury layoff over the past week.
With their captain restored, the Catalans looked like the Barca of old by registering a competition record 993 passes against the Germans in midweek.
"The most important thing is that the team continues to believe in what it does and how it does it," said Iniesta.
"I am convinced we will get to the final months of the season in the hunt for all the trophies."
Neymar is suspended so Arda Turan is expected to deputise alongside Lionel Messi and Luis Suarez in attack after netting a hat-trick against Moenchengladbach.
Sevilla were the one Spanish side not assured of their place in the Champions League last 16 before this week, but ground out a 0-0 draw at Lyon to progress.
However, struggles on the road have been a common theme for Jorge Sampaoli's men as despite lying third in La Liga, seven points adrift of Real, they have won just four of their 12 away games this season.
The Europa League holders will be keen to make amends for a shock 2-1 defeat at Granada last weekend and maintain a two-point lead over Atletico Madrid when they travel to Celta Vigo on Sunday.
Atletico aren't in action until Monday when they visit sixth-placed Villarreal in a crucial clash in the fight to qualify for next season's Champions League.
Fixtures (all times GMT)
Malaga v Granada (1945)
Osasuna v Barcelona (1200), Real Sociedad v Valencia (1515), Las Palmas v Leganes (1730), Real Madrid v Deportivo la Coruna (1945)
Eibar v Alaves (1100), Celta Vigo v Sevilla (1515), Espanyol v Sporting Gijon (1730), Real Betis v Athletic Bilbao (1945)
Villarreal v Atletico Madrid (1945)