The Liga leaders said the decision to leave out Coentrao, a summer signing who cost a reported 30 million euros ($39.7m) from Benfica, was officially a technical one.
However, it seems Coentrao - who also played no part in Sunday's draw against Malaga - has been punished following the publication by various media of a photo showing him smoking while leaving a restaurant on his birthday along with teammate Cristiano Ronaldo.
"It is an internal club matter. He is training with us," was all that Madrid assistant coach Aitor Karanka said on the matter at his Tuesday press conference.
Angel Di Maria is still not ready to return from the thigh-muscle tear he suffered against Racing last month, while Ricardo Carvalho misses out with a thigh problem of his own and Spain defender Raul Albiol is left out.
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