Any loss against a city rival is a difficult result to deal with, yet the emphatic nature in which Atleti crushed Carlo Ancelotti's side last Saturday would have had a significant effect on morale.
With Sergio Ramos and Pepe missing through injury along with the suspended Marcelo, the back four was ruthlessly exploited by the hosts, who deserved their win as Madrid ultimately had no answer.
Dani Carvajal has since apologised to the fans, while Ancelotti conceded that his side were poor in every aspect as he labelled the performance the worst since he was appointed.
However, the Italian was keen to stress that they will learn from their mistakes and respond like any great team, and he warned their rivals that it will be about how the standings look at the end of the season that matters most.
That big club mentality is exactly what is needed at this stage as Madrid's lead at the top of the table was cut to just one point, but there is no denying that injuries are taking their toll.
Sami Khedira will be the latest addition to the treatment room after he suffered a hamstring injury, and with Ramos not returning any time soon along with the prolonged absence of Luka Modric, there are rightfully question marks being raised over Madrid's ability to sustain their title push.
Fatigue has also been mentioned as a catalyst for their troubles, and with the fixture schedule set to become even more intense with the return of the Champions League, Ancelotti will likely have one or two more headaches on the horizon.
Nevertheless, he has a world class squad at his disposal regardless of injuries, and the result at the Calderon will have woken them up to the fact that they can't afford to see a repeat of that performance any time soon.
For a club with such stature and pride, the players more than anyone else will know that their display on Saturday was unacceptable. For all of Ancelotti's genius, it shouldn't take much from him to motivate them to improve.
However, Ancelotti's experience at this level will undoubtedly help them prepare for the next game, and it would come as no surprise if Deportivo are the victims of a backlash at the Santiago Bernabeu in a far from romantic reunion on Saturday.
Perhaps most importantly, is the sense of calm that the Italian brings to such situations. The natural reaction is to make changes and question your beliefs and systems, yet he has insisted this week that they will remain the same and move forward.
An angry Florentino Perez visited the training ground on Monday, and with the rallying cries coming thick and fast within the Madrid camp, Atleti may well have just angered the beast as we reach a crucial stretch of the season.
