In La Liga, it was December 11, 2011 when they last lost to a visiting team.
Pepe Mel's men will head to the Spanish capital buoyed by their comeback in last week's Seville Derby—having trailed 3-0, they fought back for the draw.
And, sitting in 7th place, they still harbor faint hopes of qualifying for the Champions League, although the Europa League appears much more likely.
Los Blancos themselves, despite being out of the title hunt realistically, will still be keen to assert their authority on second place with Atletico just three points back.
Last weekend's win at San Mames saw Xabi Alonso pick up his 10th booking of the season, which means he will be suspended for the visit of Betis.
Elsewhere, Kaka has been back in training following an illness, while Mesut Ozil, Michael Essien and Alvaro Arbeloa are all doubtfuls following recent knocks.
With Borussia Dortmund to come next week, Jose Mourinho may not choose to take any risks with his injured players.
Los Beticos don't have too many new concerns ahead of their trip north.
Fullback Nacho missed the Sevilla match and is again unlikely to play against Real Madrid.
Mario, Nono, Salva Sevilla and Alex Pozuelo are expected to continue their stints on the sideline too.
Men to Watch
Last weekend Iker Casillas made it quite clear how desperate he was to feature in Madrid's last-ever game at Athletic's famous San Mames stadium before it's demolished.
Once again though, Mourinho stuck with Diego Lopez.
With newspapers MARCA and AS ever willing to stir up controversy, the slightest mistake from Lopez could lead to his position being placed under media scrutiny.
If he wasn't 31, there would certainly be much more speculation around the future of a forward who's barely repented from scoring this season.
In 25 La Liga starts the Betis No. 24 has contributed 16 goals and five assists.
Real Madrid's back four will have to be careful not to switch off when the diminutive and nippy forward is lurking on Saturday.
A 3-0 win over Athletic Bilbao last weekend continued the trend of a more solid Real Madrid since the turn of the year.
Throw in their unbeaten record at home, and they seem in good nick ahead of Saturday's match.
Los Beticos played their part in a wonderful derby last weekend, scoring in the last minute of the game to earn a 3-3 draw with city rivals Sevilla.
It extended their unbeaten run to three games.
In their last seven games they've lost just once now, beaten 3-0 at Valencia.
When Real Madrid visited the Benito Villamarin earlier in the season, their Andalusian curse struck.
Benat—Betis' talented Basque midfielder—opened the scoring after 17 minutes and that was to prove that.
Los Blancos found no route back into the game, and it will be remembered as one of their four defeats in Andalusia this season.