With Los Blancos having already secured top spot in Group G, manager Santiago Solari named a starting lineup largely consisting of reserves, though Isco, Marco Asensio, Karim Benzema and Marcelo were included.
The Brazilian spoke about the defeat afterwards, per Goal's Sacha Pisani:
"I don't think it's an attitude problem.
"We never take to the pitch with the wrong attitude but perhaps some of our play may have been interpreted like that [against CSKA].
"You always have to play with desire at Real Madrid. There's a long time until the last 16, we must improve and change the image we've given of ourselves. We have to be motivated and flying high at the Bernabeu."
First-half goals from Fedor Chalov and Georgi Schennikov gave the Russian side a shock lead in Madrid, but despite the introduction of Gareth Bale and Toni Kroos, Real were unable to mount a comeback.
Arnor Sigurdsson rounded out the scoring in the 73rd minute:
ESPN's Dermot Corrigan and OptaJose put the result in some damning context:
It was Real's eighth defeat of the season in all competitions and the second time they've lost 3-0 since Solari took over from Julen Lopetegui at the end of October.
Having won the Champions League in four of the last five seasons, Real could be forgiven if they were guilty of complacency.
Their problems are further reaching than that, though, as they've been similarly unconvincing on the domestic front as well.
It's clear the team are missing Cristiano Ronaldo following his departure in the summer, and without him they're perhaps lacking a little confidence, too.
The stage was set for Bale, Isco or perhaps even Asensio to inherit Ronaldo's mantle as the main man in the Spanish capital, but so far none have stepped up to claim it.
Real's issues go beyond just the players, though. Solari inherited a difficult situation left by Lopetegui.
Both managers have also been hindered by the failure to replace Ronaldo and a relative lack of investment in the transfer market in recent years. Los Blancos' last marquee capture was James Rodriguez in 2014, and the last player they've bought who has become a key part of the team was Toni Kroos that same year.
Wednesday's defeat was a symptom of those struggles. Real's players need to rediscover their winning mentality on the pitch, but there's much more for Solari and those above him at the club to do in order to get them back on track.