The winter chill in Europe's highest major capital city and the adverse results did not prevent them from coming.
Seven thousand Real Madrid fans filled the Alfredo di Stefano Stadium - the venue for their reserve team in Spain's second division - and touts traded tickets outside.
All this for an open training session at the end of a year which started so brightly and finished so dismally for Real.
Inside, fans chanted "Iker! Iker! Iker!" in support of goalkeeper and captain Iker Casillas.
The Real legend was dropped to the bench for their final game of 2012, a 3-2 defeat at Malaga, their fourth defeat in eight league games away from home. Madrid lost only twice in the whole of last season.
Jose Mourinho, the coach, claimed his was a technical decision, that inexperienced reserve goalkeeper Antonio Adan was the best stopper at the club and that was that.
The powerful Madrid media, who turned sharply against Mourinho as the gap between the champions and Barcelona grew to 16 points, noted that there were no banners or chants in support of the Portuguese manager.
Polls among Real fans claimed 80 per cent of them wanted to see the back of their boss, while the unedifying talk of discrimination against Portuguese players and managers in Spain drew comment.
"When things go well, everyone is treated well," said Real's former Portuguese defender, Carlos Secretario. "But when they go wrong, as a rule, it's the foreigners who pay.
"The Spanish are very nationalistic. They demand a lot from the coach simply because he is Portuguese. And Mourinho, by his nature, is widely disliked."
Barcelona fans may use "Portuguese" as a pejorative against Cristiano Ronaldo and Mourinho, but it's another problem if it comes from within.
Some did not help themselves.
Fabio Coentrao failed to turn up for the first session of the new year and was fined. The Portuguese defender is having a tough season. He started out as a regular before being sent off against Getafe, suspended for four games and then injured.
He is not the only one suffering through a difficult season. Luca Modric was voted as the worst Primera Liga signing of 2012 by readers of the Madrid-based sports newspaper Marca. The €40 million (Dh191.3m) former Tottenham Hotspur star, who has played just under half the league minutes available, scored one goal and had his fitness questioned by his manager, received a considerable 32.2 per cent of the votes. That has not stopped Real from making Tottenham's Gareth Bale their main transfer target for 2013.
Modric was followed in the poll by another player who arrived from North London, Barcelona's Alex Song. Despite several defensive injuries, the €19m (Dh70.5m) Cameroonian utility player has hardly figured at Camp Nou, but the unbeaten Catalans can live with that; they are nine points clear of Atletico Madrid at the top of the league and 16 clear of Real.
For Real, being so far behind Barca is one problem, being seven points behind their neighbours, whom fans like to dismiss as insignificant, is another.
Atletico's star striker Radamel Falcao is anything but insignificant. He is being linked with a move away from the club at the end of the season and Atletico's managing director Miguel Angel Gil Marin said: "Falcao has earned the right to decide his future" by scoring so many goals.
Atletico are conditioned to losing their biggest stars and hope that Uefa Champions League qualification will make Falcao's decision to leave a tougher one.
What they do not want is to lose their hero to their bigger neighbours to the north of the city.
It is difficult to see why he is needed at Real Madrid, where the problem lies with motivation, defensive injuries (though their defence is the joint-second-best in the league) and dressing-room angst rather than with their world-class strikers Cristiano Ronaldo, Karim Benzema and Gonzalo Higuain, but Atletico's own president reportedly has said that Falcao has done "some kind of deal with Real Madrid".
Mourinho may not be around to coach Falcao. Most Madrid fans want him out after two-and-a-half years at the club and only a record 10th European Cup will salvage this season. He courts controversy and does not back down from confrontation, but he has so many fires to put out that critics are starting to use them against him.
Staunch Barcelonista Johann Cruyff recently said: "What really annoys me about Madrid today is the personality the club has adopted, the way they teach their young players to be. Look at how Xavi, Iniesta or Messi behave and you'll know what I mean. They're normal, down-to-earth guys."
Barcelona promote from within with sustained success, yet Mourinho is reluctant to promote home-grown players. Fans complain that he is loath to sign Spanish players, too. Is this to weaken the (naturally) strong Spanish influence in the dressing room led by Casillas?
The Bernabeu fans applauded Manchester City's Spanish international David Silva when he left the field in September. Real have traditionally bought the best Spanish players, but not now.
Winning a 10th European championship will be hard for an out-of-sorts Real, who face a very tough tie against Manchester United in the last 16 games. Ronaldo's role will be highlighted during those two games.
Fans blow hot and occasionally cold in support of their best player, but they are nearly unanimous in their hope that he signs a contract extension. Ronaldo, 27, refuses to talk about the subject, claiming blandly that, "the most important thing is winning the next match", yet he wants parity with the best-paid players in the world and will reject offers until he gets it. He is the 13th highest at the moment and earns the same as Kaka, who seldom features for Real.
Ronaldo has always declared his affection for his former club, Manchester United. Fans of the English club regularly sing Viva Ronaldo, a ditty which includes the line: "Put him on a plane, bring him back from Spain." Yet while Ronaldo is reportedly unhappy with several elements of Bernabeu life, he was quoted this week: "Right now I'm feeling more comfortable with the fans - not just at the Bernabeu, where I've always felt good, but outside, too.
"They've shown me a lot of love. I want to pay them back in the best way possible, which is playing well, giving my all and helping Madrid to the top."
He has to offer such platitudes to those who pay his wages, and his public optimism replicated that of other Real players this week, with talk of clean sheets for 2013.
Sergio Ramos, who had been in conflict with Mourinho earlier this season, said: "We're on the right track."
It is as if they have been told what to say, but the devil will be in the details with Ronaldo. If he feels supported by his club in his quest for the top individual accolades (he does not, at present) as well as team honours, then it is another plus for Madrid. If he is unhappy, then he knows he can go where he is loved: Manchester. His future is set to become the "will-he, won't-he stay?" story of 2013.
It is easy to forget that Real are Spain's reigning champions and won the title with a 100-point haul last term, winning 32 of their 36 games.
Despite the current results-led troubles, the club with the highest overall revenues in world football are looking onwards and upwards.
Florentino Perez, the club president, who would make sure than anyone at the club fell before he does, has commissioned three architects to look at increasing the Bernabeu's capacity by 10,000 to more than 90,000.
Such lofty ambitions will not be satisfied by a trophy-less season and if Mourinho fails to deliver, he might be joining Ronaldo in a move to somewhere he would be truly loved - the English Premier League.